Database exists, assume schema does, too.
Seasonal Indexes
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| 0 | Energy ETF | Information Technology ETF | Information Technology ETF | Information Technology ETF |
| 1 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Financials ETF |
| 2 | Utilities ETF | Energy ETF | SP500 | Materials ETF |
| 3 | SP1500 | Materials ETF | Industrials ETF | SP600 |
| 4 | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF |
| 5 | SP500 | SP500 | Health Care ETF | SP400 |
| 6 | SP600 | SP600 | Utilities ETF | SP500 |
| 7 | Health Care ETF | SP400 | Consumer Staples ETF | SP1500 |
| 8 | Consumer Staples ETF | Health Care ETF | Financials ETF | Health Care ETF |
| 9 | SP400 | Communication Services ETF | Materials ETF | Consumer Staples ETF |
| 10 | Financials ETF | Real Estate ETF | Communication Services ETF | Energy ETF |
| 11 | Consumer Discretionary ETF | Financials ETF | SP400 | Utilities ETF |
| 12 | Real Estate ETF | Industrials ETF | Real Estate ETF | Industrials ETF |
| 13 | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF |
| 14 | Communication Services ETF | Utilities ETF | Energy ETF | Communication Services ETF |
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.010622 | 0.081757 | 0.041626 | 0.049958 |
| SP500 | -0.011990 | 0.080771 | 0.045646 | 0.050086 |
| SP600 | -0.017768 | 0.080509 | 0.019158 | 0.057970 |
| SP400 | -0.019859 | 0.080174 | 0.020554 | 0.051549 |
| Communication Services ETF | -0.032872 | 0.075995 | 0.022591 | 0.017899 |
| Consumer Discretionary ETF | -0.021214 | 0.120254 | 0.052510 | 0.052777 |
| Consumer Staples ETF | -0.018663 | 0.035480 | 0.034807 | 0.045915 |
| Energy ETF | 0.055913 | 0.096281 | -0.039735 | 0.042416 |
| Financials ETF | -0.020711 | 0.061049 | 0.030176 | 0.065446 |
| Health Care ETF | -0.017923 | 0.078706 | 0.041045 | 0.047467 |
| Industrials ETF | -0.011020 | 0.058300 | 0.045427 | 0.039920 |
| Information Technology ETF | 0.006217 | 0.121831 | 0.068693 | 0.067531 |
| Materials ETF | -0.026671 | 0.082827 | 0.027940 | 0.058669 |
| Real Estate ETF | -0.026416 | 0.075756 | 0.019424 | 0.038472 |
| Utilities ETF | -0.001263 | 0.026125 | 0.039218 | 0.042001 |
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison Current
| 06-17 | |
|---|---|
| Energy ETF | -0.043815 |
| Consumer Staples ETF | -0.096218 |
| Utilities ETF | -0.125888 |
| Health Care ETF | -0.134327 |
| Materials ETF | -0.161041 |
| SP600 | -0.165794 |
| Industrials ETF | -0.178228 |
| SP1500 | -0.184779 |
| Financials ETF | -0.187815 |
| SP500 | -0.189930 |
| Real Estate ETF | -0.190735 |
| SP400 | -0.192427 |
| Communication Services ETF | -0.226489 |
| Information Technology ETF | -0.232112 |
| Consumer Discretionary ETF | -0.260025 |
standard deviations
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.134644 | 0.072380 | 0.037999 | 0.110320 |
| SP500 | 0.127411 | 0.070450 | 0.039033 | 0.106496 |
| SP600 | 0.199479 | 0.088447 | 0.037096 | 0.179394 |
| SP400 | 0.157662 | 0.100224 | 0.037075 | 0.138781 |
| Communication Services ETF | 0.138244 | 0.095192 | 0.045269 | 0.123434 |
| Consumer Discretionary ETF | 0.151791 | 0.146922 | 0.083611 | 0.127243 |
| Consumer Staples ETF | 0.096633 | 0.035421 | 0.049261 | 0.063730 |
| Energy ETF | 0.369457 | 0.166709 | 0.099129 | 0.202483 |
| Financials ETF | 0.192299 | 0.053666 | 0.014462 | 0.140299 |
| Health Care ETF | 0.079810 | 0.054107 | 0.065798 | 0.098650 |
| Industrials ETF | 0.178470 | 0.072339 | 0.066050 | 0.134044 |
| Information Technology ETF | 0.135329 | 0.113409 | 0.054569 | 0.136753 |
| Materials ETF | 0.163483 | 0.099766 | 0.065317 | 0.127072 |
| Real Estate ETF | 0.161483 | 0.056090 | 0.032025 | 0.078165 |
| Utilities ETF | 0.092016 | 0.021473 | 0.033841 | 0.054883 |
t scores
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | -0.035281 | 0.505153 | 0.489908 | 0.202519 |
| SP500 | -0.042087 | 0.512730 | 0.522980 | 0.210329 |
| SP600 | -0.039834 | 0.407076 | 0.230960 | 0.144515 |
| SP400 | -0.056330 | 0.357747 | 0.247928 | 0.166115 |
| Communication Services ETF | -0.106341 | 0.357027 | 0.223180 | 0.064848 |
| Consumer Discretionary ETF | -0.062503 | 0.366041 | 0.280865 | 0.185493 |
| Consumer Staples ETF | -0.086371 | 0.447954 | 0.315992 | 0.322196 |
| Energy ETF | 0.067680 | 0.258283 | -0.179260 | 0.093682 |
| Financials ETF | -0.048166 | 0.508740 | 0.933164 | 0.208614 |
| Health Care ETF | -0.100433 | 0.650529 | 0.278976 | 0.215182 |
| Industrials ETF | -0.027615 | 0.360421 | 0.307577 | 0.133187 |
| Information Technology ETF | 0.020546 | 0.480423 | 0.562966 | 0.220841 |
| Materials ETF | -0.072960 | 0.371283 | 0.191302 | 0.206478 |
| Real Estate ETF | -0.073157 | 0.604012 | 0.271246 | 0.220111 |
| Utilities ETF | -0.006140 | 0.544116 | 0.518265 | 0.342246 |
p values
| 03-31 | 06-30 | 09-30 | 12-31 | |
|---|---|---|---|---|
| SP1500 | 0.487036 | 0.675887 | 0.671106 | 0.573766 |
| SP500 | 0.484537 | 0.678247 | 0.681422 | 0.576557 |
| SP600 | 0.485364 | 0.644372 | 0.583899 | 0.552872 |
| SP400 | 0.479310 | 0.627889 | 0.589904 | 0.560685 |
| Communication Services ETF | 0.461012 | 0.627646 | 0.581136 | 0.523813 |
| Consumer Discretionary ETF | 0.477047 | 0.630688 | 0.601465 | 0.567662 |
| Consumer Staples ETF | 0.468307 | 0.657720 | 0.613641 | 0.615774 |
| Energy ETF | 0.524851 | 0.593553 | 0.434579 | 0.534366 |
| Financials ETF | 0.482306 | 0.677006 | 0.790214 | 0.575945 |
| Health Care ETF | 0.463168 | 0.719135 | 0.600805 | 0.578288 |
| Industrials ETF | 0.489852 | 0.628793 | 0.610739 | 0.548761 |
| Information Technology ETF | 0.507551 | 0.668108 | 0.693606 | 0.580304 |
| Materials ETF | 0.473215 | 0.632451 | 0.569748 | 0.575182 |
| Real Estate ETF | 0.473143 | 0.705773 | 0.598102 | 0.580044 |
| Utilities ETF | 0.497743 | 0.687902 | 0.679964 | 0.622630 |
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<AxesSubplot:title={'center':'06-30'}>],
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<AxesSubplot:title={'center':'12-31'}>]], dtype=object)
| Energy ETF | Consumer Staples ETF | Utilities ETF | Health Care ETF | Materials ETF | SP600 | Industrials ETF | SP1500 | Financials ETF | SP500 | Real Estate ETF | SP400 | Communication Services ETF | Information Technology ETF | Consumer Discretionary ETF | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017-03-31 00:00:00 | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan | nan |
| 2017-06-30 00:00:00 | -0.078709 | 0.010040 | 0.022113 | 0.072895 | 0.026999 | 0.018327 | 0.042167 | 0.030375 | 0.038955 | 0.030708 | 0.017375 | 0.031752 | -0.024136 | 0.041388 | 0.028386 |
| 2017-09-30 00:00:00 | 0.069612 | -0.012346 | 0.031518 | 0.040565 | 0.066617 | 0.064962 | 0.052781 | 0.044807 | 0.052789 | 0.045666 | 0.008095 | 0.035020 | 0.015498 | 0.083223 | 0.014521 |
| 2017-12-31 00:00:00 | 0.073946 | 0.059268 | 0.000687 | 0.018576 | 0.071798 | 0.038747 | 0.066175 | 0.066880 | 0.073683 | 0.069917 | 0.012742 | 0.074139 | 0.000763 | 0.093087 | 0.097848 |
| 2018-03-31 00:00:00 | -0.078807 | -0.073521 | -0.033734 | -0.020049 | -0.072483 | -0.011631 | -0.033542 | -0.021321 | -0.015065 | -0.024130 | -0.086159 | -0.003978 | -0.085669 | 0.020711 | -0.001942 |
| 2018-06-30 00:00:00 | 0.150528 | 0.006353 | 0.053422 | 0.055259 | 0.036210 | 0.106722 | -0.008057 | 0.052094 | -0.011331 | 0.047568 | 0.094633 | 0.045520 | 0.035862 | 0.080437 | 0.088528 |
| 2018-09-30 00:00:00 | 0.021911 | 0.050064 | 0.019751 | 0.137698 | 0.007338 | 0.032842 | 0.094874 | 0.070536 | 0.031675 | 0.078236 | 0.000044 | 0.032902 | 0.023115 | 0.117719 | 0.066008 |
| 2018-12-31 00:00:00 | -0.267451 | -0.055862 | 0.009925 | -0.108129 | -0.154310 | -0.193040 | -0.183620 | -0.142834 | -0.138848 | -0.137319 | -0.058855 | -0.172165 | -0.143117 | -0.174415 | -0.162070 |
| 2019-03-31 00:00:00 | 0.178564 | 0.111156 | 0.103055 | 0.081835 | 0.126958 | 0.124660 | 0.183161 | 0.151853 | 0.109942 | 0.144236 | 0.173365 | 0.157497 | 0.139541 | 0.217473 | 0.157197 |
| 2019-06-30 00:00:00 | -0.048754 | 0.036556 | 0.035855 | 0.017469 | 0.040951 | 0.010843 | 0.034436 | 0.039106 | 0.067026 | 0.040369 | 0.015389 | 0.030815 | 0.035928 | 0.054745 | 0.040127 |
| 2019-09-30 00:00:00 | -0.075658 | 0.056319 | 0.090872 | -0.035439 | -0.013089 | -0.004200 | 0.004465 | 0.006291 | 0.013235 | 0.011423 | 0.075811 | -0.009122 | -0.002023 | 0.016115 | 0.002509 |
| 2019-12-31 00:00:00 | 0.054552 | 0.036517 | 0.002011 | 0.147851 | 0.066971 | 0.082573 | 0.058155 | 0.090490 | 0.096390 | 0.089876 | 0.005745 | 0.066590 | 0.086727 | 0.139034 | 0.056223 |
| 2020-03-31 00:00:00 | -0.523877 | -0.141472 | -0.141270 | -0.131539 | -0.278876 | -0.328050 | -0.279339 | -0.205302 | -0.330709 | -0.194477 | -0.241350 | -0.247693 | -0.187109 | -0.131215 | -0.231167 |
| 2020-06-30 00:00:00 | 0.332245 | 0.094561 | 0.024507 | 0.164463 | 0.260712 | 0.223617 | 0.182339 | 0.206715 | 0.135641 | 0.201618 | 0.135399 | 0.259149 | 0.224230 | 0.318555 | 0.379795 |
| 2020-09-30 00:00:00 | -0.188315 | 0.098022 | 0.051209 | 0.062281 | 0.120651 | 0.032878 | 0.118587 | 0.086119 | 0.028859 | 0.090383 | 0.013268 | 0.068091 | 0.097573 | 0.120087 | 0.192380 |
| 2020-12-31 00:00:00 | 0.300830 | 0.074374 | 0.073335 | 0.101111 | 0.172363 | 0.312278 | 0.178685 | 0.132216 | 0.253698 | 0.121185 | 0.092916 | 0.211458 | 0.182130 | 0.138205 | 0.172875 |
| 2021-03-31 00:00:00 | 0.324479 | 0.030385 | 0.031042 | 0.025327 | 0.105419 | 0.184526 | 0.116450 | 0.070761 | 0.165207 | 0.063518 | 0.087920 | 0.084662 | 0.083288 | 0.015110 | 0.073815 |
| 2021-06-30 00:00:00 | 0.126094 | 0.029888 | -0.005272 | 0.083442 | 0.049264 | 0.043034 | 0.040613 | 0.080495 | 0.074954 | 0.083593 | 0.115985 | 0.033635 | 0.108092 | 0.114030 | 0.064435 |
| 2021-09-30 00:00:00 | -0.026222 | -0.018026 | 0.002739 | 0.000121 | -0.041816 | -0.030694 | -0.043573 | 0.000378 | 0.024323 | 0.002523 | -0.000098 | -0.024123 | -0.021207 | 0.006319 | -0.012866 |
| 2021-12-31 00:00:00 | 0.050203 | 0.115277 | 0.124048 | 0.077925 | 0.136524 | 0.049293 | 0.080207 | 0.103038 | 0.042310 | 0.106772 | 0.139811 | 0.077726 | -0.037011 | 0.141743 | 0.099010 |
| 2022-03-31 00:00:00 | 0.379204 | -0.019862 | 0.034591 | -0.045192 | -0.014374 | -0.058344 | -0.041831 | -0.049102 | -0.032929 | -0.049099 | -0.065856 | -0.089783 | -0.114414 | -0.090992 | -0.103975 |
| 2022-06-17 00:00:00 | -0.043815 | -0.096218 | -0.125888 | -0.134327 | -0.161041 | -0.165794 | -0.178228 | -0.184779 | -0.187815 | -0.189930 | -0.190735 | -0.192427 | -0.226489 | -0.232112 | -0.260025 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-17 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Information Technology ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Financials ETF | Utilities ETF | Health Care ETF | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP600 | Energy ETF | Energy ETF | Financials ETF | Information Technology ETF | Energy ETF | Energy ETF |
| 1 | SP500 | Industrials ETF | Energy ETF | Information Technology ETF | Consumer Discretionary ETF | SP600 | Information Technology ETF | Consumer Staples ETF | Industrials ETF | Information Technology ETF | Real Estate ETF | Information Technology ETF | Health Care ETF | Energy ETF | Materials ETF | Energy ETF | SP600 | Real Estate ETF | Information Technology ETF | Real Estate ETF | Utilities ETF | Consumer Staples ETF |
| 2 | SP600 | Information Technology ETF | Materials ETF | SP400 | SP400 | Real Estate ETF | Industrials ETF | Real Estate ETF | Energy ETF | Materials ETF | Consumer Staples ETF | Financials ETF | Utilities ETF | Information Technology ETF | Information Technology ETF | Financials ETF | Financials ETF | Information Technology ETF | Utilities ETF | Materials ETF | Materials ETF | Utilities ETF |
| 3 | SP400 | Financials ETF | SP600 | Energy ETF | SP600 | Consumer Discretionary ETF | SP500 | Health Care ETF | Real Estate ETF | SP500 | Information Technology ETF | SP1500 | Consumer Staples ETF | Materials ETF | Industrials ETF | SP400 | Industrials ETF | Communication Services ETF | SP500 | Utilities ETF | Consumer Staples ETF | Health Care ETF |
| 4 | Communication Services ETF | SP400 | Financials ETF | Financials ETF | Financials ETF | Information Technology ETF | SP1500 | SP500 | SP400 | Consumer Discretionary ETF | Financials ETF | SP500 | Communication Services ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Materials ETF | SP500 | SP1500 | Consumer Staples ETF | Financials ETF | Materials ETF |
| 5 | Consumer Discretionary ETF | SP500 | Industrials ETF | Materials ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Financials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Communication Services ETF | Industrials ETF | Real Estate ETF | Health Care ETF | Health Care ETF | SP500 | Industrials ETF | SP600 |
| 6 | Consumer Staples ETF | SP1500 | SP500 | SP500 | SP1500 | Utilities ETF | Consumer Staples ETF | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP600 | SP1500 | SP600 | SP500 | Consumer Discretionary ETF | SP400 | SP1500 | Real Estate ETF | SP1500 | Health Care ETF | Industrials ETF |
| 7 | Energy ETF | Consumer Discretionary ETF | SP1500 | SP1500 | SP500 | SP1500 | SP400 | Communication Services ETF | SP500 | Communication Services ETF | Industrials ETF | Materials ETF | Consumer Discretionary ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Financials ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | SP500 | SP1500 |
| 8 | Financials ETF | Materials ETF | Health Care ETF | Industrials ETF | Industrials ETF | SP500 | SP600 | Materials ETF | Communication Services ETF | Utilities ETF | Consumer Discretionary ETF | SP400 | Real Estate ETF | SP500 | SP400 | Information Technology ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Consumer Staples ETF | Industrials ETF | SP1500 | Financials ETF |
| 9 | Health Care ETF | Utilities ETF | SP400 | Consumer Staples ETF | Utilities ETF | SP400 | Financials ETF | Consumer Discretionary ETF | Materials ETF | Industrials ETF | Communication Services ETF | Industrials ETF | SP400 | Industrials ETF | Health Care ETF | SP1500 | SP1500 | Materials ETF | Communication Services ETF | Health Care ETF | SP600 | SP500 |
| 10 | Industrials ETF | SP600 | Utilities ETF | SP600 | Materials ETF | Materials ETF | Communication Services ETF | SP400 | SP600 | SP400 | SP600 | Consumer Discretionary ETF | Materials ETF | Health Care ETF | Utilities ETF | SP500 | SP500 | SP600 | SP400 | SP400 | Real Estate ETF | Real Estate ETF |
| 11 | Information Technology ETF | Real Estate ETF | Communication Services ETF | Health Care ETF | Consumer Staples ETF | Communication Services ETF | Energy ETF | Information Technology ETF | Consumer Staples ETF | Health Care ETF | SP400 | Energy ETF | Industrials ETF | Financials ETF | SP600 | Health Care ETF | Utilities ETF | Industrials ETF | Energy ETF | Energy ETF | SP400 | SP400 |
| 12 | Materials ETF | Consumer Staples ETF | Consumer Discretionary ETF | Real Estate ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Industrials ETF | Financials ETF | Real Estate ETF | Materials ETF | Consumer Staples ETF | SP600 | Real Estate ETF | Financials ETF | Real Estate ETF | Consumer Staples ETF | SP400 | SP600 | SP600 | Information Technology ETF | Communication Services ETF |
| 13 | Real Estate ETF | Communication Services ETF | Real Estate ETF | Communication Services ETF | Communication Services ETF | Industrials ETF | Materials ETF | SP600 | Utilities ETF | SP600 | Health Care ETF | Real Estate ETF | Financials ETF | Consumer Staples ETF | Real Estate ETF | Consumer Staples ETF | Health Care ETF | Consumer Staples ETF | Materials ETF | Financials ETF | Consumer Discretionary ETF | Information Technology ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Real Estate ETF | Financials ETF | Real Estate ETF | Energy ETF | Health Care ETF | Energy ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Industrials ETF | Communication Services ETF | Communication Services ETF | Consumer Discretionary ETF |
Comparative to Seasonal Indexes, tells you who is over or underperforming. This is Seasonal Index - Extrapolated Current Quarter. +: seasonal > current -: current > seasonal Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
| 2022-06-17 | |
|---|---|
| Information Technology ETF | 0.105318 |
| Consumer Discretionary ETF | 0.103945 |
| Energy ETF | 0.083099 |
| Materials ETF | 0.071426 |
| SP1500 | 0.070498 |
| SP500 | 0.069644 |
| SP600 | 0.069416 |
| SP400 | 0.069126 |
| Health Care ETF | 0.067854 |
| Communication Services ETF | 0.065505 |
| Real Estate ETF | 0.065298 |
| Financials ETF | 0.052571 |
| Industrials ETF | 0.050194 |
| Consumer Staples ETF | 0.030500 |
| Utilities ETF | 0.022444 |
| 2017-03-31 00:00:00 | 2017-06-30 00:00:00 | 2017-09-30 00:00:00 | 2017-12-31 00:00:00 | 2018-03-31 00:00:00 | 2018-06-30 00:00:00 | 2018-09-30 00:00:00 | 2018-12-31 00:00:00 | 2019-03-31 00:00:00 | 2019-06-30 00:00:00 | 2019-09-30 00:00:00 | 2019-12-31 00:00:00 | 2020-03-31 00:00:00 | 2020-06-30 00:00:00 | 2020-09-30 00:00:00 | 2020-12-31 00:00:00 | 2021-03-31 00:00:00 | 2021-06-30 00:00:00 | 2021-09-30 00:00:00 | 2021-12-31 00:00:00 | 2022-03-31 00:00:00 | 2022-06-17 00:00:00 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | SP1500 | Utilities ETF | Energy ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Health Care ETF | Utilities ETF | Information Technology ETF | Utilities ETF | Real Estate ETF | Health Care ETF | Health Care ETF | Consumer Discretionary ETF | Consumer Discretionary ETF | Energy ETF | Energy ETF | Real Estate ETF | Energy ETF | Real Estate ETF | Energy ETF | Information Technology ETF |
| 1 | SP500 | Health Care ETF | SP600 | Energy ETF | SP400 | Utilities ETF | Energy ETF | Real Estate ETF | Real Estate ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Energy ETF | Materials ETF | SP600 | SP600 | Communication Services ETF | Financials ETF | Utilities ETF | Utilities ETF | Consumer Discretionary ETF |
| 2 | SP600 | Industrials ETF | Materials ETF | Industrials ETF | Information Technology ETF | SP600 | Industrials ETF | Consumer Staples ETF | Industrials ETF | Consumer Staples ETF | Consumer Staples ETF | Communication Services ETF | Information Technology ETF | Information Technology ETF | Communication Services ETF | Financials ETF | Financials ETF | Energy ETF | Real Estate ETF | Materials ETF | Materials ETF | Energy ETF |
| 3 | SP400 | Financials ETF | Financials ETF | Information Technology ETF | SP600 | Real Estate ETF | Information Technology ETF | Health Care ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | SP1500 | Utilities ETF | SP400 | Industrials ETF | Communication Services ETF | Materials ETF | Financials ETF | Utilities ETF | Information Technology ETF | Consumer Staples ETF | Materials ETF |
| 4 | Communication Services ETF | Consumer Staples ETF | Information Technology ETF | SP400 | Financials ETF | Health Care ETF | SP500 | Communication Services ETF | SP400 | Communication Services ETF | SP600 | SP500 | Communication Services ETF | Materials ETF | Consumer Staples ETF | SP400 | Industrials ETF | Health Care ETF | Health Care ETF | Consumer Staples ETF | Financials ETF | SP1500 |
| 5 | Consumer Discretionary ETF | SP400 | SP400 | SP500 | Health Care ETF | Consumer Staples ETF | SP1500 | SP500 | Communication Services ETF | SP500 | Communication Services ETF | Financials ETF | SP500 | Communication Services ETF | Information Technology ETF | Industrials ETF | Communication Services ETF | SP500 | SP1500 | SP500 | Health Care ETF | SP500 |
| 6 | Consumer Staples ETF | SP500 | Industrials ETF | SP1500 | SP1500 | SP1500 | Consumer Staples ETF | SP1500 | SP1500 | Materials ETF | SP400 | SP600 | SP1500 | SP600 | SP400 | Consumer Discretionary ETF | Real Estate ETF | SP1500 | SP500 | SP1500 | Industrials ETF | SP600 |
| 7 | Energy ETF | SP1500 | SP1500 | Consumer Staples ETF | SP500 | Consumer Discretionary ETF | SP600 | Financials ETF | SP500 | SP1500 | SP500 | Industrials ETF | Consumer Discretionary ETF | SP1500 | SP500 | Materials ETF | SP400 | Consumer Staples ETF | Communication Services ETF | Consumer Discretionary ETF | SP500 | SP400 |
| 8 | Financials ETF | Materials ETF | SP500 | Materials ETF | Industrials ETF | SP500 | Consumer Discretionary ETF | Materials ETF | Materials ETF | SP400 | SP1500 | SP400 | Real Estate ETF | Industrials ETF | SP1500 | SP1500 | Consumer Discretionary ETF | Information Technology ETF | SP400 | Industrials ETF | SP1500 | Health Care ETF |
| 9 | Health Care ETF | Real Estate ETF | Health Care ETF | Financials ETF | Utilities ETF | SP400 | SP400 | Consumer Discretionary ETF | SP600 | Real Estate ETF | Energy ETF | Energy ETF | SP400 | SP500 | Health Care ETF | SP500 | SP1500 | Industrials ETF | SP600 | Health Care ETF | Real Estate ETF | Communication Services ETF |
| 10 | Industrials ETF | SP600 | Communication Services ETF | Communication Services ETF | Materials ETF | Communication Services ETF | Financials ETF | Industrials ETF | Financials ETF | Health Care ETF | Industrials ETF | Materials ETF | Materials ETF | Health Care ETF | SP600 | Information Technology ETF | SP500 | Utilities ETF | Consumer Staples ETF | SP400 | SP600 | Real Estate ETF |
| 11 | Information Technology ETF | Information Technology ETF | Utilities ETF | SP600 | Communication Services ETF | Information Technology ETF | Communication Services ETF | SP400 | Consumer Staples ETF | Information Technology ETF | Materials ETF | Consumer Discretionary ETF | Industrials ETF | Financials ETF | Utilities ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Information Technology ETF | Energy ETF | SP400 | Financials ETF |
| 12 | Materials ETF | Consumer Discretionary ETF | Real Estate ETF | Real Estate ETF | Consumer Staples ETF | Materials ETF | Real Estate ETF | Information Technology ETF | Energy ETF | SP600 | Consumer Discretionary ETF | Consumer Staples ETF | Financials ETF | Real Estate ETF | Financials ETF | Health Care ETF | Health Care ETF | SP600 | Consumer Discretionary ETF | SP600 | Communication Services ETF | Industrials ETF |
| 13 | Real Estate ETF | Communication Services ETF | Consumer Discretionary ETF | Health Care ETF | Real Estate ETF | Industrials ETF | Utilities ETF | SP600 | Utilities ETF | Consumer Discretionary ETF | Information Technology ETF | Real Estate ETF | SP600 | Consumer Staples ETF | Real Estate ETF | Utilities ETF | Utilities ETF | SP400 | Materials ETF | Financials ETF | Consumer Discretionary ETF | Consumer Staples ETF |
| 14 | Utilities ETF | Energy ETF | Consumer Staples ETF | Utilities ETF | Energy ETF | Financials ETF | Materials ETF | Energy ETF | Health Care ETF | Energy ETF | Health Care ETF | Utilities ETF | Energy ETF | Utilities ETF | Energy ETF | Consumer Staples ETF | Information Technology ETF | Consumer Discretionary ETF | Industrials ETF | Communication Services ETF | Information Technology ETF | Utilities ETF |
| Index | Symbol | risk_trend_factor | |
|---|---|---|---|
| 0 | SP500 | SPY | -3.791861 |
| 1 | SP1500 | SPTM | -3.879022 |
| 2 | SP400 | MDYG | -5.134573 |
| 3 | SP600 | SLY | -5.242200 |
| Symbol | risk_trend_factor | Sector | |
|---|---|---|---|
| 3 | VDE | -0.123306 | Energy ETF |
| 2 | VDC | -2.283970 | Consumer Staples ETF |
| 10 | VPU | -2.520459 | Utilities ETF |
| 9 | VNQ | -3.053370 | Real Estate ETF |
| 8 | VAW | -3.165271 | Materials ETF |
| 5 | VHT | -3.323632 | Health Care ETF |
| 6 | VIS | -4.514668 | Industrials ETF |
| 4 | VFH | -4.617891 | Financials ETF |
| 1 | VCR | -4.721407 | Consumer Discretionary ETF |
| 7 | VGT | -4.954472 | Information Technology ETF |
| 0 | VOX | -8.783598 | Communication Services ETF |
Rolling Quarterly Mean Return
Quarterly Returns
0.051078501531639196
array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)
1520
Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
'90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
'30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
dtype='object')
Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
'2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
'2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
'2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
'1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
'2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
'1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
'1YMF', 'Market Index', 'Sector'],
dtype='object')
| latest_p | MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | volume_factor | adf | hurst | Sector | Market Index | index | index_Symbol | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | ||||||||||||
| ACC | 64.230003 | 49.209999 | 65.019997 | 65.019997 | 10.926848 | 2.134689 | 0.978004 | 0.420279 | Real Estate | SP400 | NaN | NaN |
| MTOR | 35.939999 | 32.93 | 36.279999 | 36.279999 | 5.065223 | 1.664475 | 0.319063 | 0.43585 | error | SP600 | NaN | NaN |
| TVTY | 32.130001 | 27.870001 | 32.889999 | 32.889999 | 2.341879 | 1.643789 | 0.518794 | 0.448871 | error | SP600 | NaN | NaN |
| BANF | 94.860001 | 77.379997 | 86.82 | 86.82 | 2.011991 | 1.135864 | 0.955166 | 0.536352 | error | SP600 | NaN | NaN |
| Y | 830.5 | 737.890015 | 862.869995 | 862.869995 | 1.771776 | 1.56538 | 0.382688 | 0.459685 | Financial Services | SP400 | NaN | NaN |
| ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... | ... |
| ODFL | NaN | NaN | NaN | NaN | -5.178995 | NaN | NaN | NaN | Industrials | NaN | SP500 | SPY |
| EW | NaN | NaN | NaN | NaN | -2.677285 | NaN | NaN | NaN | Healthcare | NaN | SP500 | SPY |
| PCRX | NaN | NaN | NaN | NaN | -2.849253 | NaN | NaN | NaN | Healthcare | NaN | SP600 | SLY |
| CBOE | NaN | NaN | NaN | NaN | -4.539896 | NaN | NaN | NaN | Financial Services | NaN | SP500 | SPY |
| PCAR | NaN | NaN | NaN | NaN | -4.010257 | NaN | NaN | NaN | Industrials | NaN | SP500 | SPY |
1555 rows × 12 columns
0.975
temp_sm
| index | MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | volume_factor | |
|---|---|---|---|---|---|---|
| Symbol | ||||||
| A | 2022-06-17 | 147.679993 | 179.570007 | 179.570007 | -9.088903 | 1.131711 |
| AA | 2022-06-17 | 44.419998 | 98.089996 | 98.089996 | -3.704472 | 0.98632 |
| AAL | 2022-06-17 | 22.549999 | 22.549999 | 22.549999 | -3.126898 | 0.707794 |
| AAN | 2022-06-17 | NaN | 35.439999 | 35.439999 | NaN | NaN |
| AAON | 2022-06-17 | 81.25 | 83.790001 | 83.790001 | -10.22921 | 1.041044 |
| ... | ... | ... | ... | ... | ... | ... |
| ZIMV | 2022-06-17 | NaN | NaN | NaN | NaN | NaN |
| ZION | 2022-06-17 | 60.650002 | 75.440002 | 75.440002 | -4.600841 | 0.978199 |
| ZTS | 2022-06-17 | 187.320007 | 249.270004 | 249.270004 | -6.71488 | 1.095466 |
| ZUMZ | 2022-06-17 | 50.060001 | 55.099998 | 55.099998 | -5.921479 | 1.674903 |
| ZYXI | 2022-06-17 | 16.263636 | 16.263636 | 16.263636 | -10.695845 | 0.673641 |
1519 rows × 6 columns
Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')
| MIN_Lookback_One_Year | MIN_Lookback_2_Months | MIN_Lookback_1_Months | risk_trend_factor | volume_factor | index | sector | sector_risk_trend_factor | index | Sector | |
|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | ||||||||||
| ACC | 49.209999 | 65.019997 | 65.019997 | 10.926848 | 2.134689 | VNQ | MDYG | -3.05337 | SP400 | Real Estate |
| MTOR | 32.93 | 36.279999 | 36.279999 | 5.065223 | 1.664475 | error | SLY | error | SP600 | error |
| TVTY | 27.870001 | 32.889999 | 32.889999 | 2.341879 | 1.643789 | error | SLY | error | SP600 | error |
| BANF | 77.379997 | 86.82 | 86.82 | 2.011991 | 1.135864 | error | SLY | error | SP600 | error |
| Y | 737.890015 | 862.869995 | 862.869995 | 1.771776 | 1.56538 | VFH | MDYG | -4.617891 | SP400 | Financial Services |
| SAFM | 177.479996 | 200.0 | 200.0 | 1.751569 | 1.334104 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| SJI | 29.24 | 35.32 | 35.32 | 1.295238 | 0.791297 | error | SLY | error | SP600 | error |
| LNTH | 25.790001 | 64.139999 | 69.738998 | 1.178774 | 1.823238 | VHT | SLY | -3.323632 | SP600 | Healthcare |
| ROG | 206.130005 | 274.51001 | 274.51001 | 1.068804 | 0.980653 | error | SLY | error | SP600 | error |
| TWI | 11.82 | 15.77 | 18.889999 | 0.931088 | 1.389288 | VIS | SLY | -4.514668 | SP600 | Industrials |
| PBF | 18.780001 | 30.129999 | 32.41 | 0.887657 | 0.835417 | VDE | SLY | -0.123306 | SP600 | Energy |
| GO | 36.77 | 36.77 | 37.82 | 0.842135 | 1.191531 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| HRB | 26.23 | 28.17 | 34.959999 | 0.731411 | 0.963511 | VCR | MDYG | -4.721407 | SP400 | Consumer Cyclical |
| AZPN | 162.559998 | 169.220001 | 191.460007 | 0.719312 | 0.677612 | VGT | MDYG | -4.954472 | SP400 | Technology |
| CEIX | 18.93 | 50.389999 | 55.259998 | 0.677246 | 1.548727 | VDE | SLY | -0.123306 | SP600 | Energy |
| PSB | 165.850006 | 189.229996 | 189.830002 | 0.57675 | 2.540601 | error | MDYG | error | SP400 | error |
| MCK | 204.660004 | 333.440002 | 339.940002 | 0.573819 | 1.048139 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| GCP | 27.780001 | 32.279999 | 32.279999 | 0.502796 | 1.87078 | error | SLY | error | SP600 | error |
| WRB | 54.953335 | 71.269997 | 71.529999 | 0.374885 | 1.220256 | VFH | SPY | -4.617891 | SP500 | Financial Services |
| FCN | 147.380005 | 167.279999 | 170.649994 | 0.359043 | 0.694756 | error | MDYG | error | SP400 | error |
| XOM | 64.800003 | 91.510002 | 92.919998 | 0.347413 | 1.153813 | VDE | SPY | -0.123306 | SP500 | Energy |
| MANT | 92.0 | 92.0 | 94.730003 | 0.320637 | 2.782348 | VGT | SLY | -4.954472 | SP600 | Technology |
| SM | 24.780001 | 43.689999 | 43.689999 | 0.305033 | 0.640686 | VDE | SLY | -0.123306 | SP600 | Energy |
| DINO | 39.389999 | 40.950001 | 48.290001 | 0.269915 | 1.094012 | VDE | MDYG | -0.123306 | SP400 | Energy |
| PLAB | 14.56 | 20.299999 | 20.299999 | 0.264129 | 2.163783 | VGT | SLY | -4.954472 | SP600 | Technology |
| MPC | 64.839996 | 91.879997 | 98.290001 | 0.209274 | 1.221452 | VDE | SPY | -0.123306 | SP500 | Energy |
| LLY | 235.850006 | 314.0 | 314.0 | 0.187301 | 0.967658 | VHT | SPY | -3.323632 | SP500 | Healthcare |
| VLO | 84.949997 | 111.519997 | 131.690002 | 0.182835 | 1.3872 | VDE | SPY | -0.123306 | SP500 | Energy |
| APA | 24.299999 | 45.220001 | 45.27 | 0.181301 | 0.999608 | VDE | SPY | -0.123306 | SP500 | Energy |
| PPC | 26.280001 | 29.700001 | 30.559999 | 0.177885 | 1.275425 | VDC | MDYG | -2.28397 | SP400 | Consumer Defensive |
| MRO | 14.16 | 27.719999 | 29.0 | 0.151107 | 1.000459 | VDE | SPY | -0.123306 | SP500 | Energy |
| DVN | 31.99 | 64.980003 | 73.18 | 0.148782 | 1.104104 | VDE | SPY | -0.123306 | SP500 | Energy |
| UTHR | 212.619995 | 218.380005 | 218.380005 | 0.139402 | 1.481235 | VHT | MDYG | -3.323632 | SP400 | Healthcare |
| VIVO | 27.450001 | 28.719999 | 28.719999 | 0.109712 | 0.591657 | error | SLY | error | SP600 | error |
| ROCC | 25.59 | 42.66 | 42.66 | 0.108216 | 1.213679 | VDE | SLY | -0.123306 | SP600 | Energy |
| COP | 61.779999 | 107.519997 | 108.300003 | 0.10252 | 0.95084 | VDE | SPY | -0.123306 | SP500 | Energy |
| OXY | 32.52 | 63.240002 | 69.169998 | 0.093736 | 1.190976 | VDE | SPY | -0.123306 | SP500 | Energy |
| MGPI | 76.68 | 97.610001 | 104.0 | 0.074244 | 1.204144 | error | SLY | error | SP600 | error |
nominal, pct_change, pct_change().cumsum Market volatility
Consumer Confidence
Unemployment
Inflation
Interest Rates
10 Year to 3 Month
Recession Indicator
adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
beta currentRatio dividendRate dividendYield ebitda \
MCK 0.716666 0.98 1.88 0.0058 3516999936
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MCK 0.01368 13.643667 2778374912 0.0503 11967000000
heldPercentInstitutions industry marketCap \
MCK 0.898 Medical Distribution 45891629056
operatingCashflow operatingMargins payoutRatio pegRatio \
MCK 4917000192 0.0105 0.2521 1.05
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MCK 0.178562 0.00549 0.445 0.02686
returnOnEquity revenueGrowth revenuePerShare sector \
MCK 14.01754 0.096 1655.966 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MCK 152682000 2.69 2753999872 18.385 8098999808
totalRevenue
MCK 257005993984
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 300.570007 | 299.443248 | 318.421081 | 337.398913 | 317.445859 | 10.066372 | 297.313115 | 337.578604 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MCK | 1.048139 | 300.570007 | 22868822.070312 | 0.803327 | 0.997242 | 0.461301 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 416.2961230815321 356.8369096947936 test cv mean error, stdev (10 folds): 436.74552730928997 368.0569226795546 sell date: 2022-09-16 expected return: 0.046541229760563754 discounted return: 0.0005055795388559936 quarter return: 1.047599716932342
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Intangible Assets 2.130000e+09 2.385000e+09 2.797000e+09
Capital Surplus 7.411000e+09 7.311000e+09 7.057000e+09
Total Liab 6.449500e+10 6.368800e+10 6.293200e+10
Total Stockholder Equity -1.274000e+09 -5.710000e+08 -5.290000e+08
Minority Interest 4.870000e+08 4.840000e+08 4.910000e+08
Other Current Liab 5.975000e+09 3.504000e+09 6.850000e+08
Total Assets 6.370800e+10 6.360100e+10 6.289400e+10
Common Stock 2.000000e+06 2.000000e+06 2.000000e+06
Other Current Assets 5.940000e+09 3.470000e+09 1.230000e+08
Retained Earnings 8.734000e+09 8.812000e+09 8.618000e+09
Other Liab 1.007600e+10 9.988000e+09 1.065700e+10
Good Will 9.462000e+09 9.473000e+09 9.520000e+09
Treasury Stock -1.742100e+10 -1.669600e+10 -1.620600e+10
Other Assets 1.971000e+09 2.173000e+09 2.607000e+09
Cash 2.754000e+09 2.151000e+09 2.423000e+09
Total Current Liabilities 4.745200e+10 4.607500e+10 4.383500e+10
Short Long Term Debt 4.660000e+08 7.500000e+07 8.070000e+08
Other Stockholder Equity -1.655000e+09 -1.665000e+09 -1.627000e+09
Property Plant Equipment 3.645000e+09 3.990000e+09 4.620000e+09
Total Current Assets 4.649800e+10 4.558000e+10 4.335000e+10
Long Term Investments 2.000000e+06 NaN NaN
Net Tangible Assets -1.286600e+10 -1.242900e+10 -1.284600e+10
Net Receivables 1.835500e+10 2.014000e+10 2.019800e+10
Long Term Debt 5.323000e+09 5.769000e+09 6.282000e+09
Inventory 1.902400e+10 1.934200e+10 2.001600e+10
Accounts Payable 3.718300e+10 3.892200e+10 3.838900e+10
2021-03-31
Intangible Assets 3.391000e+09
Capital Surplus 6.925000e+09
Total Liab 6.356900e+10
Total Stockholder Equity -2.100000e+07
Minority Interest 1.467000e+09
Other Current Liab 1.670000e+08
Total Assets 6.501500e+10
Common Stock 2.000000e+06
Other Current Assets 1.340000e+08
Retained Earnings 8.202000e+09
Other Liab 1.110100e+10
Good Will 9.493000e+09
Treasury Stock -1.515000e+10
Other Assets 1.799000e+09
Cash 6.278000e+09
Total Current Liabilities 4.410300e+10
Short Long Term Debt 7.740000e+08
Other Stockholder Equity -1.480000e+09
Property Plant Equipment 4.681000e+09
Total Current Assets 4.538200e+10
Long Term Investments 2.690000e+08
Net Tangible Assets -1.290500e+10
Net Receivables 1.918100e+10
Long Term Debt 6.292000e+09
Inventory 1.924600e+10
Accounts Payable 3.897500e+10 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 1.810000e+08 2.040000e+09
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07
Net Borrowings 3.620000e+08 -1.136000e+09
Total Cash From Financing Activities -4.380000e+08 -1.743000e+09
Change To Operating Activities 3.300000e+07 1.300000e+08
Issuance Of Stock 6.300000e+07 4.000000e+07
Net Income -7.000000e+06 2.670000e+08
Change In Cash 6.260000e+08 -2.000000e+06
Repurchase Of Stock -7.140000e+08 -2.640000e+08
Effect Of Exchange Rate 1.700000e+07 7.000000e+06
Total Cash From Operating Activities 1.377000e+09 1.792000e+09
Depreciation 1.850000e+08 1.950000e+08
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07
Dividends Paid -7.200000e+07 -6.500000e+07
Change To Inventory -4.950000e+08 -2.630000e+08
Change To Account Receivables 3.860000e+08 -1.266000e+09
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08
Change To Netincome 9.580000e+08 5.950000e+08
Capital Expenditures -6.700000e+07 -9.300000e+07
2021-06-30 2021-03-31
Change To Liabilities -6.090000e+08 2.507000e+09
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08
Net Borrowings -2.000000e+06 -1.620000e+08
Total Cash From Financing Activities -2.151000e+09 -5.170000e+08
Change To Operating Activities -1.650000e+08 3.700000e+07
Issuance Of Stock 7.100000e+07 3.700000e+07
Net Income 4.860000e+08 6.660000e+08
Change In Cash -3.861000e+09 2.664000e+09
Repurchase Of Stock -1.008000e+09 -2.440000e+08
Effect Of Exchange Rate 1.100000e+07 1.600000e+07
Total Cash From Operating Activities -1.622000e+09 3.370000e+09
Depreciation 2.180000e+08 2.210000e+08
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07
Dividends Paid -6.900000e+07 -6.700000e+07
Change To Inventory -9.010000e+08 -2.300000e+08
Change To Account Receivables -1.045000e+09 -3.550000e+08
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07
Change To Netincome 4.480000e+08 8.740000e+08
Capital Expenditures -9.300000e+07 -1.580000e+08 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 59142000000 666000000
2Q2021 62674000000 486000000
3Q2021 66576000000 267000000
4Q2021 68614000000 -7000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 277000000.0 442000000.0
Minority Interest 487000000.0 484000000.0
Net Income -7000000.0 267000000.0
Selling General Administrative 3105000000.0 2669000000.0
Gross Profit 3428000000.0 3352000000.0
Ebit 323000000.0 683000000.0
Operating Income 323000000.0 683000000.0
Other Operating Expenses None None
Interest Expense -41000000.0 -45000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 238000000.0 132000000.0
Total Revenue 68614000000.0 66576000000.0
Total Operating Expenses 68291000000.0 65893000000.0
Cost Of Revenue 65186000000.0 63224000000.0
Total Other Income Expense Net -46000000.0 -241000000.0
Discontinued Operations NaN NaN
Net Income From Continuing Ops 39000000.0 310000000.0
Net Income Applicable To Common Shares -7000000.0 267000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 562000000.0 1029000000.0
Minority Interest 491000000.0 1467000000.0
Net Income 486000000.0 666000000.0
Selling General Administrative 2232000000.0 2224000000.0
Gross Profit 3032000000.0 3116000000.0
Ebit 800000000.0 892000000.0
Operating Income 800000000.0 892000000.0
Other Operating Expenses None None
Interest Expense -49000000.0 -52000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 26000000.0 316000000.0
Total Revenue 62674000000.0 59142000000.0
Total Operating Expenses 61874000000.0 58250000000.0
Cost Of Revenue 59642000000.0 56026000000.0
Total Other Income Expense Net -238000000.0 137000000.0
Discontinued Operations -3000000.0 -3000000.0
Net Income From Continuing Ops 536000000.0 713000000.0
Net Income Applicable To Common Shares 486000000.0 666000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Total Stock Market Index Fund 4329453 2021-12-30 0.0298
1 Vanguard 500 Index Fund 3233507 2021-12-30 0.0222
2 MFS Series Trust I-MFS Value Fund 2893200 2022-02-27 0.0199
3 JP Morgan Large Cap Growth Fund 2293009 2021-12-30 0.0158
4 Vanguard Mid-Cap Index Fund 1726299 2021-12-30 0.0119
5 SPDR S&P 500 ETF Trust 1640864 2022-01-30 0.0113
6 Fidelity 500 Index Fund 1563585 2022-02-27 0.0108
7 iShares Core S&P 500 ETF 1269846 2022-01-30 0.0087
8 Putnam Large Cap Value Fund 1220237 2022-01-30 0.0084
9 Vanguard Index-Value Index Fund 1166709 2021-12-30 0.0080
Value
0 1076172132
1 803752834
2 795514272
3 569973247
4 429106142
5 421242606
6 429923331
7 325994865
8 313259242
9 290008856 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.37
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 58
governanceScore 5.52
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 15.17
highestControversy 3
esgPerformance LAG_PERF
coal False
pesticides False
adult False
percentile 10.18
peerGroup Healthcare
smallArms False
environmentScore 2.29
governancePercentile 0
militaryContract False]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
MPC 1.75499 1.449 89.568 2.32 0.0266 8572000256
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
MPC 0.06306 11.191026 18097874944 0.08778 10443000000
heldPercentInstitutions industry marketCap \
MPC 0.79745 Oil & Gas Refining & Marketing 47223455744
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MPC 6418999808 0.0386 0.5472 0.35 1.98454
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MPC 0.347428 0.07964 1.045 0.03693
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MPC 0.12817 0.679 222.006 Energy 540995008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
MPC 2.78 10597000192 19.588 28034000896 135922999296
trailingPE
MPC 4.97776
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 87.290001 | 89.493723 | 102.090159 | 114.686595 | 92.392331 | 8.807067 | 74.778196 | 110.006465 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MPC | 1.221452 | 87.290001 | 141817662.109375 | 0.691764 | 0.549549 | 0.514371 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 143.40338803089983 157.9285356235044 test cv mean error, stdev (10 folds): 150.67304196295433 163.87263524573171 sell date: 2022-06-24 expected return: 0.00655156980504667 discounted return: 0.0010889594114129597 quarter return: 1.1053143311738611
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 7.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 39
governanceScore 5.87
environmentPercentile None
animalTesting False
tobacco False
totalEsg 28.78
highestControversy 3
esgPerformance AVG_PERF
coal False
pesticides False
adult False
percentile 57.14
peerGroup Refiners & Pipelines
smallArms False
environmentScore 15.91
governancePercentile None
militaryContract False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
beta currentRatio dividendRate dividendYield earningsGrowth \
APA 4.42549 1.124 0.5 0.0122 38.999
ebitda ebitdaMargins freeCashflow grossMargins grossProfits \
APA 4470000128 0.55701 2259500032 0.63302 5080000000
heldPercentInstitutions industry operatingCashflow operatingMargins \
APA 0.92629 Oil & Gas E&P 3496000000 0.3696
payoutRatio pegRatio profitMargins quickRatio returnOnAssets \
APA 0.0339 0.16 0.12125 0.801 0.14233
returnOnEquity revenueGrowth revenuePerShare sector shortRatio \
APA 27.07216 0.905 21.457 Energy 1.45
totalCash totalCashPerShare totalDebt totalRevenue
APA 302000000 0.871 7760999936 8024999936
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.220001 | 39.703868 | 46.051746 | 52.399625 | 42.946032 | 3.294685 | 36.356662 | 49.535402 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| APA | 0.999608 | 39.220001 | 204531248.4375 | 0.713933 | 0.302651 | 0.445144 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 47.195177513702305 46.89689483945972 test cv mean error, stdev (10 folds): 51.47031839827251 47.09783187577595 sell date: 2022-09-02 expected return: 0.1861923039791639 discounted return: 0.002249215599403165 quarter return: 1.229608063257754
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 1.164500e+10 1.168600e+10 1.170400e+10
Total Liab 1.330800e+10 1.270500e+10 1.281900e+10
Total Stockholder Equity -1.595000e+09 -1.095000e+09 -9.640000e+08
Minority Interest 1.590000e+09 1.580000e+09 1.657000e+09
Deferred Long Term Liab 5.700000e+08 5.150000e+08 5.120000e+08
Other Current Liab 3.370000e+08 2.760000e+08 2.990000e+08
Total Assets 1.330300e+10 1.331000e+10 1.351200e+10
Common Stock 2.620000e+08 2.620000e+08 2.620000e+08
Other Current Assets 1.550000e+08 1.020000e+08 7.600000e+07
Retained Earnings -9.488000e+09 -9.870000e+09 -9.757000e+09
Other Liab 3.744000e+09 3.673000e+09 2.626000e+09
Treasury Stock -4.014000e+09 -3.173000e+09 -3.173000e+09
Other Assets 1.223000e+09 1.255000e+09 5.120000e+08
Cash 3.020000e+08 3.770000e+08 1.249000e+09
Total Current Liabilities 2.117000e+09 1.839000e+09 1.773000e+09
Deferred Long Term Asset Charges 1.300000e+07 NaN NaN
Other Stockholder Equity 2.200000e+07 1.500000e+07 1.500000e+07
Property Plant Equipment 8.335000e+09 8.336000e+09 8.501000e+09
Total Current Assets 2.380000e+09 2.181000e+09 2.945000e+09
Long Term Investments 1.365000e+09 1.538000e+09 1.554000e+09
Net Tangible Assets -1.595000e+09 -1.095000e+09 -9.640000e+08
Net Receivables 1.394000e+09 1.170000e+09 1.068000e+09
Long Term Debt 7.261000e+09 7.159000e+09 8.386000e+09
Inventory 4.730000e+08 4.760000e+08 4.790000e+08
Accounts Payable 7.310000e+08 6.870000e+08 6.030000e+08
Short Long Term Debt NaN 2.130000e+08 2.130000e+08
2021-03-31
Capital Surplus 1.172700e+10
Total Liab 1.278300e+10
Total Stockholder Equity -1.258000e+09
Minority Interest 1.602000e+09
Deferred Long Term Liab 4.930000e+08
Other Current Liab 2.000000e+08
Total Assets 1.312700e+10
Common Stock 2.620000e+08
Other Current Assets 1.450000e+08
Retained Earnings -1.007300e+10
Other Liab 2.732000e+09
Treasury Stock -3.174000e+09
Other Assets 4.970000e+08
Cash 5.380000e+08
Total Current Liabilities 1.338000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity 1.500000e+07
Property Plant Equipment 8.718000e+09
Total Current Assets 2.345000e+09
Long Term Investments 1.567000e+09
Net Tangible Assets -1.258000e+09
Net Receivables 1.071000e+09
Long Term Debt 8.678000e+09
Inventory 5.020000e+08
Accounts Payable 5.240000e+08
Short Long Term Debt NaN ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.000000e+06 -3.000000e+06
Change To Liabilities 2.600000e+07 6.200000e+07
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08
Net Borrowings 1.020000e+08 -1.335000e+09
Total Cash From Financing Activities -8.690000e+08 -1.494000e+09
Change To Operating Activities 1.800000e+08 -1.800000e+07
Net Income 3.820000e+08 -1.130000e+08
Change In Cash -7.500000e+07 -8.720000e+08
Repurchase Of Stock -8.470000e+08 -8.470000e+08
Total Cash From Operating Activities 1.085000e+09 7.710000e+08
Depreciation 3.650000e+08 3.690000e+08
Other Cashflows From Investing Activities 8.000000e+06 3.200000e+07
Dividends Paid -2.400000e+07 -9.000000e+06
Change To Inventory 1.000000e+07 -3.900000e+07
Change To Account Receivables -1.210000e+08 -1.000000e+08
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08
Change To Netincome 2.430000e+08 6.100000e+08
Capital Expenditures -3.150000e+08 -2.360000e+08
2021-06-30 2021-03-31
Investments -3000000.0 -21000000.0
Change To Liabilities 82000000.0 75000000.0
Total Cashflows From Investing Activities -126000000.0 -267000000.0
Net Borrowings -79000000.0 -58000000.0
Total Cash From Financing Activities -132000000.0 -128000000.0
Change To Operating Activities 104000000.0 -79000000.0
Net Income 316000000.0 388000000.0
Change In Cash 711000000.0 276000000.0
Repurchase Of Stock -847000000.0 -847000000.0
Total Cash From Operating Activities 969000000.0 671000000.0
Depreciation 382000000.0 388000000.0
Other Cashflows From Investing Activities 5000000.0 7000000.0
Dividends Paid -10000000.0 -9000000.0
Change To Inventory 23000000.0 -3000000.0
Change To Account Receivables 3000000.0 -168000000.0
Other Cashflows From Financing Activities -43000000.0 -61000000.0
Change To Netincome 59000000.0 70000000.0
Capital Expenditures -306000000.0 -256000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1932000000 388000000
2Q2021 1830000000 316000000
3Q2021 2099000000 -113000000
4Q2021 2164000000 382000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 654000000.0 122000000.0
Minority Interest 1590000000.0 1580000000.0
Net Income 382000000.0 -113000000.0
Selling General Administrative 137000000.0 70000000.0
Gross Profit 1467000000.0 1301000000.0
Ebit 937000000.0 774000000.0
Operating Income 937000000.0 774000000.0
Other Operating Expenses 15000000.0 88000000.0
Interest Expense -94000000.0 -101000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 169000000.0 152000000.0
Total Revenue 2164000000.0 2099000000.0
Total Operating Expenses 1227000000.0 1325000000.0
Cost Of Revenue 697000000.0 798000000.0
Total Other Income Expense Net -283000000.0 -652000000.0
Discontinued Operations None None
Net Income From Continuing Ops 485000000.0 -30000000.0
Net Income Applicable To Common Shares 382000000.0 -113000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 495000000.0 620000000.0
Minority Interest 1657000000.0 1602000000.0
Net Income 316000000.0 388000000.0
Selling General Administrative 86000000.0 83000000.0
Gross Profit 1196000000.0 1116000000.0
Ebit 510000000.0 745000000.0
Operating Income 510000000.0 745000000.0
Other Operating Expenses 223000000.0 -103000000.0
Interest Expense -111000000.0 -112000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 87000000.0 170000000.0
Total Revenue 1830000000.0 1932000000.0
Total Operating Expenses 1320000000.0 1187000000.0
Cost Of Revenue 634000000.0 816000000.0
Total Other Income Expense Net -15000000.0 -125000000.0
Discontinued Operations None None
Net Income From Continuing Ops 408000000.0 450000000.0
Net Income Applicable To Common Shares 316000000.0 388000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Oakmark Fund 12743809 2021-12-30 0.0377
1 Select Sector SPDR Fund-Energy Select 10683025 2022-01-30 0.0316
2 Vanguard Total Stock Market Index Fund 10325855 2021-12-30 0.0305
3 Vanguard Small-Cap Index Fund 9149341 2021-12-30 0.0271
4 Vanguard/Windsor II 8002477 2022-01-30 0.0237
5 Vanguard 500 Index Fund 7693595 2021-12-30 0.0227
6 Vanguard Small Cap Value Index Fund 5800585 2021-12-30 0.0171
7 Oakmark Select Fund 5500000 2021-12-30 0.0163
8 SPDR S&P 500 ETF Trust 4043068 2022-01-30 0.0120
9 Fidelity 500 Index Fund 3720217 2022-02-27 0.0110
Value
0 342681024
1 354783260
2 277662240
3 246025779
4 265762261
5 206880769
6 155977730
7 147895000
8 134270288
9 132551331 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
beta currentRatio debtToEquity earningsGrowth ebitda \
LNTH 0.750453 1.828 36.846 3.692 108329000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
LNTH 0.20002 18.234236 77142872 0.50913 187695000
heldPercentInstitutions industry marketCap \
LNTH 1.01237 Diagnostics & Research 4167462400
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
LNTH 54362000 0.11518 0 0.55 8.071249
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
LNTH 7.695022 -0.06892 1.563 0.04389
returnOnEquity revenueGrowth revenuePerShare sector \
LNTH -0.07151 1.258 7.998 Healthcare
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
LNTH 68634096 1.86 105355000 1.535 190072992
totalRevenue
LNTH 541579008
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 60.720001 | 58.693247 | 66.262412 | 73.831578 | 61.742857 | 5.236883 | 51.269091 | 72.216623 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| LNTH | 1.823238 | 60.720001 | 14149384.179688 | 0.79355 | 0.965336 | 0.533209 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -122.20997619628906 Sector Volume Factor: 1.2238851152317325 Sector Risk Trend Factor: -3.3236323632363236 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 44.12135416232843 56.91591688464688 test cv mean error, stdev (10 folds): 42.361417550444955 59.40784968218662 sell date: 2022-09-16 expected return: 0.27426643449919397 discounted return: 0.002696636818909859 quarter return: 1.2811481683424715
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Intangible Assets 340204000.0 348510000.0 356883000.0
Capital Surplus 691516000.0 685472000.0 680819000.0
Total Liab 417316000.0 399345000.0 348472000.0
Total Stockholder Equity 515850000.0 464439000.0 499344000.0
Other Current Liab 89178000.0 NaN NaN
Total Assets 933166000.0 863784000.0 847816000.0
Common Stock 686000.0 677000.0 677000.0
Other Current Assets 12860000.0 2705000.0 12043000.0
Retained Earnings -178263000.0 -221225000.0 -181010000.0
Other Liab 64083000.0 129181000.0 88437000.0
Good Will 61189000.0 61189000.0 61189000.0
Treasury Stock 1911000.0 -485000.0 -1142000.0
Other Assets 78005000.0 92734000.0 103495000.0
Cash 105355000.0 98508000.0 91475000.0
Total Current Liabilities 177657000.0 90497000.0 76903000.0
Deferred Long Term Asset Charges 47868000.0 62764000.0 66493000.0
Short Long Term Debt 12500000.0 11607000.0 10766000.0
Other Stockholder Equity 1911000.0 -485000.0 -1142000.0
Property Plant Equipment 125634000.0 125560000.0 124728000.0
Total Current Assets 324747000.0 235791000.0 201521000.0
Long Term Investments 3387000.0 NaN NaN
Net Tangible Assets 114457000.0 54740000.0 81272000.0
Net Receivables 172283000.0 89336000.0 64054000.0
Long Term Debt 159165000.0 162729000.0 166479000.0
Inventory 34249000.0 35129000.0 33949000.0
Accounts Payable 22383000.0 20787000.0 20508000.0
2021-06-30
Intangible Assets 365259000.0
Capital Surplus 676059000.0
Total Liab 349662000.0
Total Stockholder Equity 508140000.0
Other Current Liab NaN
Total Assets 857802000.0
Common Stock 676000.0
Other Current Assets 8102000.0
Retained Earnings -167595000.0
Other Liab 106587000.0
Good Will 61189000.0
Treasury Stock -1000000.0
Other Assets 126648000.0
Cash 91500000.0
Total Current Liabilities 73826000.0
Deferred Long Term Asset Charges 64777000.0
Short Long Term Debt 11269000.0
Other Stockholder Equity -1000000.0
Property Plant Equipment 118493000.0
Total Current Assets 186213000.0
Long Term Investments NaN
Net Tangible Assets 81692000.0
Net Receivables 54892000.0
Long Term Debt 168514000.0
Inventory 31719000.0
Accounts Payable 21471000.0 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 2021-09-30 \
Change To Liabilities 1506000.0 649000.0 -1112000.0
Total Cashflows From Investing Activities -1390000.0 -4544000.0 -2420000.0
Net Borrowings -2609000.0 -2591000.0 -2620000.0
Total Cash From Financing Activities -2179000.0 -2100000.0 -1726000.0
Change To Operating Activities -1674000.0 10133000.0 3754000.0
Issuance Of Stock 5934000.0 678000.0 961000.0
Net Income 42962000.0 -40215000.0 -13415000.0
Change In Cash 6846000.0 7034000.0 -25000.0
Repurchase Of Stock -5504000.0 -187000.0 -67000.0
Effect Of Exchange Rate 151000.0 -211000.0 -219000.0
Total Cash From Operating Activities 10264000.0 13889000.0 4340000.0
Depreciation 11786000.0 12200000.0 12339000.0
Change To Inventory -1634000.0 -2924000.0 -2513000.0
Change To Account Receivables -85155000.0 -25381000.0 -9272000.0
Change To Netincome 42227000.0 59181000.0 14314000.0
Capital Expenditures -3190000.0 -4544000.0 -2420000.0
2021-06-30
Change To Liabilities 1778000.0
Total Cashflows From Investing Activities -2656000.0
Net Borrowings -2565000.0
Total Cash From Financing Activities -715000.0
Change To Operating Activities 9341000.0
Issuance Of Stock 2043000.0
Net Income -26657000.0
Change In Cash 22639000.0
Repurchase Of Stock -193000.0
Effect Of Exchange Rate 141000.0
Total Cash From Operating Activities 25869000.0
Depreciation 9626000.0
Change To Inventory -2001000.0
Change To Account Receivables 3897000.0
Change To Netincome 29700000.0
Capital Expenditures -2656000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 101064000 -26657000
3Q2021 102073000 -13415000
4Q2021 129562000 -40215000
1Q2022 208880000 42962000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development 12203000.0 11293000.0 11252000.0
Effect Of Accounting Charges None None None
Income Before Tax 57901000.0 -41007000.0 -19837000.0
Minority Interest None None None
Net Income 42962000.0 -40215000.0 -13415000.0
Selling General Administrative 57942000.0 42593000.0 36205000.0
Gross Profit 129070000.0 57908000.0 42669000.0
Ebit 58925000.0 4022000.0 -4788000.0
Operating Income 58925000.0 4022000.0 -4788000.0
Other Operating Expenses None None None
Interest Expense -1509000.0 -1528000.0 -1569000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 14939000.0 -792000.0 -6422000.0
Total Revenue 208880000.0 129562000.0 102073000.0
Total Operating Expenses 149955000.0 125540000.0 106861000.0
Cost Of Revenue 79810000.0 71654000.0 59404000.0
Total Other Income Expense Net -1024000.0 -45029000.0 -15049000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42962000.0 -40215000.0 -13415000.0
Net Income Applicable To Common Shares 42962000.0 -40215000.0 -13415000.0
2021-06-30
Research Development 12061000.0
Effect Of Accounting Charges None
Income Before Tax -28536000.0
Minority Interest None
Net Income -26657000.0
Selling General Administrative 60808000.0
Gross Profit 46088000.0
Ebit -26781000.0
Operating Income -26781000.0
Other Operating Expenses None
Interest Expense -1937000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -1879000.0
Total Revenue 101064000.0
Total Operating Expenses 127845000.0
Cost Of Revenue 54976000.0
Total Other Income Expense Net -1755000.0
Discontinued Operations None
Net Income From Continuing Ops -26657000.0
Net Income Applicable To Common Shares -26657000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 4760862 2022-01-30
1 Vanguard Total Stock Market Index Fund 1818068 2021-12-30
2 iShares Russell 2000 ETF 1546604 2022-01-30
3 Artisan International Small-Mid Fund 1430335 2021-12-30
4 Thrivent Small Cap Stock Fund 983011 2022-01-30
5 Vanguard Extended Market Index Fund 869393 2021-12-30
6 John Hancock Small Cap Core Fd 846280 2022-01-30
7 Blair (William) Mutual Funds,Inc-Small Cap Val... 724920 2022-02-27
8 Price (T.Rowe) Small-Cap Value Fund 720839 2021-12-30
9 Price (T.Rowe) Health Sciences Fund 720458 2021-12-30
% Out Value
0 0.0694 120973503
1 0.0265 52523984
2 0.0225 39299207
3 0.0208 41322378
4 0.0143 24978309
5 0.0127 25116763
6 0.0123 21503974
7 0.0106 34665674
8 0.0105 20825038
9 0.0105 20814031 ]
['options', ('2022-07-15',)]
symbol: MUSA
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 5753261.328125
Sector 1YMF: -10.839996337890625
1YMF: -10.839996337890625
risk trend factor: -0.23987606577725132
beta currentRatio debtToEquity dividendRate dividendYield \
MUSA 0.820982 1.083 283.285 1.24 0.005
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MUSA 2.025 950200000 0.05637 19.691177 451787488
grossMargins grossProfits heldPercentInstitutions industry \
MUSA 0.07071 1064700000 0.86324 Specialty Retail
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MUSA 6157129216 846800000 0.04334 0.0569 3.33
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MUSA 7.779171 0.365287 0.02931 0.733
returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
MUSA 0.11155 0.62846 0.501 658.653
sector sharesOutstanding shortRatio totalCash \
MUSA Consumer Cyclical 24201600 4.6 356200000
totalCashPerShare totalDebt totalRevenue trailingPE
MUSA 14.718 2242200064 16855600128 13.386478
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 219.949997 | 223.738215 | 240.378096 | 257.017977 | 230.259682 | 18.979918 | 192.299846 | 268.219518 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUSA | 1.334565 | 219.949997 | 5753261.328125 | 0.722226 | 0.983263 | 0.407464 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 715.3257877915737 661.0824735901656 test cv mean error, stdev (10 folds): 648.0064692676062 656.4161823927838 sell date: 2022-08-26 expected return: 0.05475904776484405 discounted return: 0.0007729413203565461 quarter return: 1.0736704801054706
['options', ('2022-07-15', '2022-11-18')]
symbol: CIVI
sector: Energy
Index: SP600
vol_30d_2yr: 11280458.3984375
Sector 1YMF: -4.769992828369141
1YMF: -4.769992828369141
risk trend factor: -0.16120284517848887
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
CIVI 1.69646 0.505 11.399 1.85 0.0308 910931008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
CIVI 0.54408 4.123542 855249152 0.79951 731177000
heldPercentInstitutions industry marketCap operatingCashflow \
CIVI 1.04414 Oil & Gas E&P 5104847872 764176000
operatingMargins payoutRatio pegRatio priceToBook \
CIVI 0.26443 0.2792 0.33 1.100427
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
CIVI 3.049008 0.16167 0.477 0.06714
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
CIVI 0.09524 10.028 31.498 Energy 84967504
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
CIVI 6.11 154348992 1.817 528631008 1674264960
trailingPE
CIVI 11.968128
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 60.080002 | 60.574303 | 74.092381 | 87.610459 | 65.567778 | 7.658155 | 50.251469 | 80.884087 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CIVI | 1.757641 | 60.080002 | 11280458.398438 | 0.651117 | 0.000393 | 0.470352 |
ADFuller H0 rejected @ .05, Mean Reverting TS
Month Mean Reverting buy signal
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', True] best inner cv score, sdev (11 folds): 57.075279509174884 43.09794821567233 test cv mean error, stdev (10 folds): 61.65999162393663 42.56713636729819 sell date: 2022-09-23 expected return: 0.0002458549281730644 discounted return: 2.5342785803239565e-06 quarter return: 1.0002331805163032
['options', ('2022-07-15', '2022-12-16')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
totalAssets
VAW 5.085875e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 162.800003 | 163.360294 | 181.546031 | 199.731768 | 187.277779 | 8.558355 | 170.161068 | 204.394489 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VAW | 1.040096 | 162.800003 | 2683599.21875 | 0.553392 | 0.650248 | 0.42433 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 287.23750917230495 405.64150386955856 test cv mean error, stdev (10 folds): 311.0194779196468 418.06474405516997 sell date: 2022-07-22 expected return: 0.062301865982123776 discounted return: 0.001779172775185911 quarter return: 1.1776706438001052
['options', ('2022-08-19',)]
symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
totalAssets
VGT 5.138536e+10
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 319.809998 | 313.391914 | 345.179842 | 376.96777 | 371.755716 | 29.840347 | 312.075022 | 431.43641 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VGT | 1.152846 | 319.809998 | 14308852.539062 | 0.262275 | 0.685573 | 0.43018 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 1350.1936737743033 1233.3594856412644 test cv mean error, stdev (10 folds): 1427.6804189094346 1267.7724480751428 sell date: 2022-08-26 expected return: 0.03204681022048641 discounted return: 0.0004572642927545001 quarter return: 1.0429556981356594
['options', ('2022-08-19',)]
symbol: EQT
sector: Energy
Index: SP400
vol_30d_2yr: 138427084.1796875
Sector 1YMF: -6.420003890991211
1YMF: -6.420003890991211
risk trend factor: -0.4065866699651676
beta currentRatio debtToEquity dividendRate dividendYield \
EQT 0.947822 0.398 61.543 0.5 0.013
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
EQT -1089323008 -0.13465 5.732057 2408109568 0.734
grossProfits heldPercentInstitutions industry marketCap \
EQT 4672261000 0.96148 Oil & Gas E&P 13281123328
operatingCashflow operatingMargins pegRatio priceToBook \
EQT 2283751936 -0.3565 0.23 1.619867
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
EQT 1.641695 -0.32564 0.162 -0.09046
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
EQT -0.3018 1.206 23.313 Energy 369536000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
EQT 2.55 16913000 0.046 5050277888 8089885184
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 35.939999 | 37.757538 | 45.406984 | 53.05643 | 40.584762 | 5.367299 | 29.850164 | 51.31936 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EQT | 1.286201 | 35.939999 | 138427084.179688 | 0.637252 | 0.584446 | 0.494719 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 30.031748498712673 49.883308592647104 test cv mean error, stdev (10 folds): 32.888753274726675 51.45281027092462 sell date: 2022-09-23 expected return: 0.2819765483492764 discounted return: 0.0025641381368297633 quarter return: 1.265666402159083
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.21
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.64
environmentPercentile None
animalTesting False
tobacco False
totalEsg 37.38
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 83.58
peerGroup Oil & Gas Producers
smallArms False
environmentScore 19.53
governancePercentile None
militaryContract False]
symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
beta currentRatio debtToEquity dividendRate dividendYield \
XOM 1.040834 1.072 26.929 3.52 0.0409
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
XOM 1.003 53895000064 0.17427 9.558269 31484874752
grossMargins grossProfits heldPercentInstitutions industry \
XOM 0.31806 90045000000 0.56863 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
XOM 362840784896 53653000192 0.10859 0.5804 0.32
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
XOM 2.143942 1.173221 0.08339 0.739
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
XOM 0.06097 0.1559 0.525 72.369 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
XOM 4213199872 1.61 11073999872 2.629 47537000448
totalRevenue trailingPE
XOM 309269004288 14.281923
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 86.120003 | 88.433461 | 96.553809 | 104.674158 | 88.917204 | 6.448671 | 76.019861 | 101.814547 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| XOM | 1.153813 | 86.120003 | 552640281.25 | 0.738786 | 0.784328 | 0.530974 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 135.34504691132688 164.19152746973367 test cv mean error, stdev (10 folds): 148.35327441618784 166.71349570784093 sell date: 2022-09-23 expected return: 0.10644560071069155 discounted return: 0.0010433554212150309 quarter return: 1.1006915437325049
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 9.82
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 8.14
environmentPercentile None
animalTesting True
tobacco False
totalEsg 36.46
highestControversy 3
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.51
governancePercentile None
militaryContract False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
beta currentRatio debtToEquity dividendRate dividendYield \
DVN 2.784803 1.376 71.922 5.08 0.0739
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
DVN 5506999808 0.41984 11.09369 2805625088 0.56522
grossProfits heldPercentInstitutions industry marketCap \
DVN 7414000000 0.86307 Oil & Gas E&P 39279542272
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
DVN 4898999808 0.25288 0.4991 0.43 4.401456
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
DVN 2.994552 0.21445 1.207 0.13402
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
DVN 0.45627 2.003 19.784 Energy 677000000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
DVN 1.7 2099000064 3.16 6760000000 13116999680
trailingPE
DVN 28.808342
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 58.02 | 63.067854 | 72.56 | 82.052146 | 65.759365 | 6.444488 | 52.870389 | 78.648341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| DVN | 1.104104 | 58.02 | 237878397.65625 | 0.701688 | 0.885466 | 0.540317 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 68.71417491418524 62.179757983284226 test cv mean error, stdev (10 folds): 74.83646365335838 61.97296167776151 sell date: 2022-09-23 expected return: 0.1808220391019067 discounted return: 0.0017149827102662663 quarter return: 1.1707484793447243
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.636000e+09 8.206000e+09 8.189000e+09
Total Liab 1.162600e+10 1.199600e+10 1.153000e+10
Total Stockholder Equity 9.262000e+09 8.924000e+09 8.399000e+09
Minority Interest 1.370000e+08 1.370000e+08 1.360000e+08
Other Current Liab 2.545000e+09 2.940000e+09 2.554000e+09
Total Assets 2.102500e+10 2.105700e+10 2.006500e+10
Common Stock 6.600000e+07 6.800000e+07 6.800000e+07
Other Current Assets 5.240000e+08 4.860000e+08 5.030000e+08
Retained Earnings 1.692000e+09 7.500000e+08 2.430000e+08
Other Liab 1.805000e+09 1.743000e+09 1.698000e+09
Good Will 7.530000e+08 7.530000e+08 7.530000e+08
Treasury Stock -1.320000e+08 -1.000000e+08 -1.010000e+08
Other Assets 3.780000e+08 3.670000e+08 3.970000e+08
Cash 2.099000e+09 2.144000e+09 1.348000e+09
Total Current Liabilities 3.087000e+09 3.505000e+09 3.072000e+09
Deferred Long Term Asset Charges 7.000000e+06 NaN NaN
Other Stockholder Equity -1.320000e+08 -1.000000e+08 -1.010000e+08
Property Plant Equipment 1.524300e+10 1.532200e+10 1.544100e+10
Total Current Assets 4.249000e+09 4.227000e+09 3.076000e+09
Long Term Investments 4.020000e+08 3.880000e+08 3.980000e+08
Net Tangible Assets 8.509000e+09 8.171000e+09 7.646000e+09
Net Receivables 1.626000e+09 1.597000e+09 1.225000e+09
Long Term Debt 6.482000e+09 6.492000e+09 6.502000e+09
Accounts Payable 5.000000e+08 5.370000e+08 4.870000e+08
Short Long Term Debt NaN NaN NaN
2021-03-31
Capital Surplus 8.172000e+09
Total Liab 1.197100e+10
Total Stockholder Equity 8.353000e+09
Minority Interest 1.330000e+08
Other Current Liab 2.124000e+09
Total Assets 2.045700e+10
Common Stock 6.700000e+07
Other Current Assets 5.290000e+08
Retained Earnings 2.180000e+08
Other Liab 1.724000e+09
Good Will 7.530000e+08
Treasury Stock -1.040000e+08
Other Assets 3.060000e+08
Cash 1.683000e+09
Total Current Liabilities 2.945000e+09
Deferred Long Term Asset Charges NaN
Other Stockholder Equity -1.040000e+08
Property Plant Equipment 1.552900e+10
Total Current Assets 3.467000e+09
Long Term Investments 4.020000e+08
Net Tangible Assets 7.600000e+09
Net Receivables 1.255000e+09
Long Term Debt 7.042000e+09
Accounts Payable 5.640000e+08
Short Long Term Debt 2.260000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments -1.700000e+07 9.000000e+06
Change To Liabilities -1.800000e+07 4.690000e+08
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08
Total Cash From Financing Activities -1.149000e+09 -3.370000e+08
Change To Operating Activities -2.200000e+07 -2.900000e+07
Net Income 1.506000e+09 8.380000e+08
Change In Cash -5.000000e+07 7.820000e+08
Repurchase Of Stock -5.890000e+08 -3.000000e+06
Effect Of Exchange Rate 1.000000e+06 -5.000000e+06
Total Cash From Operating Activities 1.616000e+09 1.598000e+09
Depreciation 5.850000e+08 5.790000e+08
Dividends Paid -7.300000e+07 -7.400000e+07
Change To Account Receivables -3.100000e+07 -3.320000e+08
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06
Change To Netincome -4.010000e+08 1.130000e+08
Capital Expenditures -5.150000e+08 -4.840000e+08
Net Borrowings NaN NaN
2021-06-30 2021-03-31
Investments 8.000000e+06 10000000.0
Change To Liabilities 7.200000e+07 16000000.0
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0
Total Cash From Financing Activities -9.820000e+08 -824000000.0
Change To Operating Activities -7.600000e+07 -95000000.0
Net Income 2.560000e+08 213000000.0
Change In Cash -3.390000e+08 -359000000.0
Repurchase Of Stock -9.000000e+06 -33000000.0
Effect Of Exchange Rate 2.000000e+06 3000000.0
Total Cash From Operating Activities 1.093000e+09 592000000.0
Depreciation 5.360000e+08 481000000.0
Dividends Paid -7.500000e+07 -128000000.0
Change To Account Receivables -1.000000e+08 -63000000.0
Other Cashflows From Financing Activities -2.000000e+06 -28000000.0
Change To Netincome 2.840000e+08 25000000.0
Capital Expenditures -5.090000e+08 -499000000.0
Net Borrowings -7.420000e+08 -560000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 2461000000 213000000
2Q2021 2977000000 256000000
3Q2021 3625000000 838000000
4Q2021 4054000000 1506000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 1662000000.0 964000000.0
Minority Interest 137000000.0 137000000.0
Net Income 1506000000.0 838000000.0
Selling General Administrative 95000000.0 95000000.0
Gross Profit 2380000000.0 2088000000.0
Ebit 1727000000.0 1068000000.0
Operating Income 1727000000.0 1068000000.0
Other Operating Expenses -24000000.0 344000000.0
Interest Expense -92000000.0 -93000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 150000000.0 120000000.0
Total Revenue 4054000000.0 3625000000.0
Total Operating Expenses 2327000000.0 2557000000.0
Cost Of Revenue 1674000000.0 1537000000.0
Total Other Income Expense Net -65000000.0 -104000000.0
Discontinued Operations None None
Net Income From Continuing Ops 1512000000.0 844000000.0
Net Income Applicable To Common Shares 1487000000.0 832000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 304000000.0 -32000000.0
Minority Interest 136000000.0 133000000.0
Net Income 256000000.0 213000000.0
Selling General Administrative 94000000.0 107000000.0
Gross Profit 1655000000.0 1291000000.0
Ebit 320000000.0 202000000.0
Operating Income 320000000.0 202000000.0
Other Operating Expenses 702000000.0 512000000.0
Interest Expense -98000000.0 -105000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 43000000.0 -248000000.0
Total Revenue 2977000000.0 2461000000.0
Total Operating Expenses 2657000000.0 2259000000.0
Cost Of Revenue 1322000000.0 1170000000.0
Total Other Income Expense Net -16000000.0 -234000000.0
Discontinued Operations None None
Net Income From Continuing Ops 261000000.0 216000000.0
Net Income Applicable To Common Shares 253000000.0 211000000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Vanguard Total Stock Market Index Fund 19232335 2021-12-30
1 Select Sector SPDR Fund-Energy Select 18515332 2022-01-30
2 Vanguard Mid-Cap Index Fund 15295295 2021-12-30
3 Vanguard 500 Index Fund 13333264 2021-12-30
4 Undiscovered Managers Behavioral Value Fund 7254904 2021-12-30
5 SPDR S&P 500 ETF Trust 6678214 2022-01-30
6 Fidelity 500 Index Fund 6447707 2022-02-27
7 iShares Core S&P 500 ETF 5236340 2022-01-30
8 Vanguard Index-Value Index Fund 5169015 2021-12-30
9 Victory Portfolios-Sycamore Established Value ... 5050000 2022-01-30
% Out Value
0 0.0291 847184356
1 0.0281 936320339
2 0.0232 673757744
3 0.0202 587330279
4 0.0110 319578521
5 0.0101 337717281
6 0.0098 383960951
7 0.0079 264801713
8 0.0078 227695110
9 0.0077 255378500 ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.78
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 7.86
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 34.39
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 76.03
peerGroup Oil & Gas Producers
smallArms False
environmentScore 17.75
governancePercentile 0
militaryContract False]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
beta currentRatio debtToEquity dividendRate dividendYield \
MRO 2.766666 1.112 38.48 0.32 0.0119
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MRO 3308999936 0.58921 12.321428 1785500032 0.77546
grossProfits heldPercentInstitutions industry marketCap \
MRO 4355000000 0.802 Oil & Gas E&P 18801668096
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MRO 3239000064 0.20495 0.0769 0.59 1.764964
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MRO 3.347875 0.16845 1.052 0.04117
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MRO 0.08905 1.091 7.136 Energy 778537024
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
MRO 0.93 580000000 0.794 4112000000 5616000000
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 24.15 | 25.128986 | 29.471905 | 33.814823 | 26.957624 | 2.372893 | 22.211838 | 31.70341 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MRO | 1.000459 | 24.15 | 490057840.234375 | 0.691969 | 0.80545 | 0.53536 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 12.692432412799683 12.658305738761067 test cv mean error, stdev (10 folds): 13.816439255518134 12.742004600042609 sell date: 2022-09-16 expected return: 0.2363344888271702 discounted return: 0.0023600131734760055 quarter return: 1.2421769061535124
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 7.221000e+09 7.213000e+09 7.201000e+09
Total Liab 6.308000e+09 6.365000e+09 7.166000e+09
Total Stockholder Equity 1.068600e+10 1.079600e+10 1.063400e+10
Other Current Liab 3.680000e+08 4.960000e+08 5.020000e+08
Total Assets 1.699400e+10 1.716100e+10 1.780000e+10
Common Stock 9.370000e+08 9.370000e+08 9.370000e+08
Other Current Assets 2.200000e+07 2.500000e+07 1.900000e+07
Retained Earnings 7.271000e+09 6.669000e+09 6.524000e+09
Other Liab 6.440000e+08 6.420000e+08 6.650000e+08
Treasury Stock -4.743000e+09 -4.023000e+09 -4.028000e+09
Other Assets 1.100000e+08 1.040000e+08 9.300000e+07
Cash 5.800000e+08 4.850000e+08 9.700000e+08
Total Current Liabilities 1.637000e+09 1.676000e+09 1.575000e+09
Short Long Term Debt 3.900000e+07 3.900000e+07 3.500000e+07
Other Stockholder Equity 8.200000e+07 8.200000e+07 7.700000e+07
Property Plant Equipment 1.458600e+10 1.484300e+10 1.511100e+10
Total Current Assets 1.821000e+09 1.655000e+09 2.075000e+09
Long Term Investments 4.770000e+08 5.590000e+08 5.210000e+08
Net Tangible Assets 1.068600e+10 1.079600e+10 1.063400e+10
Net Receivables 1.142000e+09 1.068000e+09 1.008000e+09
Long Term Debt 3.980000e+09 3.983000e+09 4.882000e+09
Inventory 7.700000e+07 7.700000e+07 7.800000e+07
Accounts Payable 1.110000e+09 1.028000e+09 9.370000e+08
2021-03-31
Capital Surplus 7.195000e+09
Total Liab 7.562000e+09
Total Stockholder Equity 1.067100e+10
Other Current Liab 3.810000e+08
Total Assets 1.823300e+10
Common Stock 9.370000e+08
Other Current Assets 2.600000e+07
Retained Earnings 6.540000e+09
Other Liab 6.950000e+08
Treasury Stock -4.001000e+09
Other Assets 9.600000e+07
Cash 1.125000e+09
Total Current Liabilities 1.899000e+09
Short Long Term Debt 5.010000e+08
Other Stockholder Equity 1.120000e+08
Property Plant Equipment 1.542500e+10
Total Current Assets 2.150000e+09
Long Term Investments 5.620000e+08
Net Tangible Assets 1.067100e+10
Net Receivables 9.210000e+08
Long Term Debt 4.910000e+09
Inventory 7.800000e+07
Accounts Payable 9.180000e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Investments 4.600000e+07 9.000000e+06
Change To Liabilities 1.410000e+08 1.070000e+08
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08
Total Cash From Financing Activities -7.690000e+08 -1.036000e+09
Change To Operating Activities -2.000000e+07 -7.000000e+06
Net Income 6.490000e+08 1.840000e+08
Change In Cash 9.500000e+07 -4.850000e+08
Repurchase Of Stock -7.240000e+08 -1.000000e+06
Total Cash From Operating Activities 1.146000e+09 8.160000e+08
Depreciation 4.630000e+08 5.830000e+08
Dividends Paid -4.700000e+07 -3.900000e+07
Change To Account Receivables -7.600000e+07 -6.000000e+07
Other Cashflows From Financing Activities 2.000000e+06 -9.600000e+07
Change To Netincome -1.100000e+07 8.000000e+06
Capital Expenditures -2.740000e+08 -2.890000e+08
Net Borrowings NaN -9.000000e+08
Other Cashflows From Investing Activities NaN 1.000000e+06
Change To Inventory NaN 1.000000e+06
2021-06-30 2021-03-31
Investments 6000000.0 6000000.0
Change To Liabilities 20000000.0 101000000.0
Total Cashflows From Investing Activities -256000000.0 -207000000.0
Total Cash From Financing Activities -554000000.0 -32000000.0
Change To Operating Activities 12000000.0 61000000.0
Net Income 16000000.0 97000000.0
Change In Cash -155000000.0 383000000.0
Repurchase Of Stock -1000000.0 -9000000.0
Total Cash From Operating Activities 655000000.0 622000000.0
Depreciation 600000000.0 512000000.0
Dividends Paid -32000000.0 -23000000.0
Change To Account Receivables -78000000.0 -175000000.0
Other Cashflows From Financing Activities -22000000.0 -22000000.0
Change To Netincome 85000000.0 28000000.0
Capital Expenditures -274000000.0 -209000000.0
Net Borrowings -500000000.0 -500000000.0
Other Cashflows From Investing Activities 1000000.0 -1000000.0
Change To Inventory 1000000.0 -2000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 1180000000 97000000
2Q2021 1259000000 16000000
3Q2021 1439000000 184000000
4Q2021 1738000000 649000000]
['quarterly_financials', 2021-12-31 2021-09-30 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 683000000.0 188000000.0
Minority Interest None None
Net Income 649000000.0 184000000.0
Selling General Administrative 61000000.0 70000000.0
Gross Profit 1393000000.0 1089000000.0
Ebit 755000000.0 254000000.0
Operating Income 755000000.0 254000000.0
Other Operating Expenses 94000000.0 167000000.0
Interest Expense -74000000.0 -57000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 34000000.0 4000000.0
Total Revenue 1738000000.0 1439000000.0
Total Operating Expenses 983000000.0 1185000000.0
Cost Of Revenue 345000000.0 350000000.0
Total Other Income Expense Net -72000000.0 -66000000.0
Discontinued Operations None None
Net Income From Continuing Ops 649000000.0 184000000.0
Net Income Applicable To Common Shares 649000000.0 184000000.0
2021-06-30 2021-03-31
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 26000000.0 107000000.0
Minority Interest None None
Net Income 16000000.0 97000000.0
Selling General Administrative 69000000.0 75000000.0
Gross Profit 966000000.0 907000000.0
Ebit 54000000.0 87000000.0
Operating Income 54000000.0 87000000.0
Other Operating Expenses 240000000.0 227000000.0
Interest Expense -59000000.0 -13000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 10000000.0 10000000.0
Total Revenue 1259000000.0 1180000000.0
Total Operating Expenses 1205000000.0 1093000000.0
Cost Of Revenue 293000000.0 273000000.0
Total Other Income Expense Net -28000000.0 20000000.0
Discontinued Operations None None
Net Income From Continuing Ops 16000000.0 97000000.0
Net Income Applicable To Common Shares 16000000.0 97000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard/Windsor II 26018487 2022-01-30 0.0368
1 Select Sector SPDR Fund-Energy Select 22895120 2022-01-30 0.0324
2 Vanguard Total Stock Market Index Fund 22131478 2021-12-30 0.0313
3 Vanguard Small-Cap Index Fund 19611815 2021-12-30 0.0277
4 Vanguard 500 Index Fund 16486851 2021-12-30 0.0233
5 Vanguard Small Cap Value Index Fund 12430773 2021-12-30 0.0176
6 Fidelity Low-Priced Stock Fund 12282677 2022-02-27 0.0174
7 SPDR S&P 500 ETF Trust 8364080 2022-01-30 0.0118
8 Fidelity 500 Index Fund 7972838 2022-02-27 0.0113
9 Invesco Comstock Fd 7808667 2022-01-30 0.0110
Value
0 506579941
1 445767986
2 363398868
3 322026002
4 270714093
5 204113292
6 277097193
7 162848637
8 179867225
9 152034746 ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 10.01
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 8.13
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 42.05
highestControversy 2
esgPerformance None
coal False
pesticides False
adult False
percentile 90.8
peerGroup Oil & Gas Producers
smallArms False
environmentScore 23.91
governancePercentile 0
militaryContract False]
symbol: EOG
sector: Energy
Index: SP500
vol_30d_2yr: 97142371.875
Sector 1YMF: -13.280006408691406
1YMF: -13.280006408691406
risk trend factor: -0.3089810463346336
beta currentRatio debtToEquity dividendRate dividendYield \
EOG 1.658348 1.354 24.707 3 0.0269
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
EOG -0.422 9639999488 0.42867 7.303466 3687624960
grossMargins grossProfits heldPercentInstitutions industry \
EOG 0.67685 13034000000 0.89124 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
EOG 65406570496 7749000192 0.25347 0.265 0.57
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
EOG 3.036243 2.90851 0.19464 1.153
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
EOG 0.09594 0.20694 0.667 38.672 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
EOG 585713024 1.67 4008999936 6.845 5321999872
totalRevenue trailingPE
EOG 22488000512 14.899266
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 111.669998 | 116.00035 | 133.675556 | 151.350762 | 125.214127 | 8.653608 | 107.906911 | 142.521343 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| EOG | 0.966433 | 111.669998 | 97142371.875 | 0.688961 | 0.584303 | 0.478009 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 263.5076372347407 194.33679723420101 test cv mean error, stdev (10 folds): 286.67242832517366 188.78777840262532 sell date: 2022-06-24 expected return: -0.0019421629372958472 discounted return: -0.00032395607843405116 quarter return: 0.9706311122715182
['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-03-20')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.13
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 7.73
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.25
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.37
peerGroup Oil & Gas Producers
smallArms False
environmentScore 20.39
governancePercentile None
militaryContract False]
symbol: HES
sector: Energy
Index: SP500
vol_30d_2yr: 48039294.53125
Sector 1YMF: -18.849990844726562
1YMF: -18.849990844726562
risk trend factor: -0.5769815579795349
beta currentRatio debtToEquity dividendRate dividendYield \
HES 1.769607 1.418 122.347 1.5 0.0131
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
HES 0.634 3804999936 0.49467 21.98077 1165874944
grossMargins grossProfits heldPercentInstitutions industry \
HES 0.71425 5267000000 0.83247 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
HES 31861618688 2143000064 0.30083 0.4828 0.19
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
HES 5.645374 4.142176 0.09412 0.595
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
HES 0.07465 0.1547 0.21 24.97 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
HES 309727008 2.85 1370000000 4.414 8622999552
totalRevenue trailingPE
HES 7692000256 162.51186
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 102.870003 | 107.522864 | 120.951428 | 134.379992 | 113.081428 | 7.84924 | 97.382949 | 128.779908 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HES | 1.067832 | 102.870003 | 48039294.53125 | 0.704306 | 0.762574 | 0.442601 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 184.05307306760244 131.95905894594807 test cv mean error, stdev (10 folds): 199.07107422922346 129.12625755788267 sell date: 2022-09-16 expected return: 0.18915707425317946 discounted return: 0.001926795168458062 quarter return: 1.1937440132563562
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Total Liab 1.275000e+10 1.348900e+10 1.323400e+10
Total Stockholder Equity 6.308000e+09 6.300000e+09 5.609000e+09
Minority Interest 7.400000e+08 7.260000e+08 6.470000e+08
Other Current Liab 2.190000e+09 1.193000e+09 9.330000e+08
Total Assets 1.979800e+10 2.051500e+10 1.949000e+10
Common Stock 7.074000e+09 3.100000e+08 3.100000e+08
Other Current Assets 1.896000e+09 1.990000e+08 1.180000e+08
Other Liab 1.937000e+09 1.890000e+09 1.877000e+09
Treasury Stock -7.660000e+08 -4.060000e+08 -7.960000e+08
Other Assets 1.560000e+09 1.129000e+09 7.660000e+08
Cash 1.370000e+09 2.713000e+09 2.419000e+09
Total Current Liabilities 2.303000e+09 3.064000e+09 2.749000e+09
Short Long Term Debt 2.200000e+07 5.170000e+08 5.140000e+08
Other Stockholder Equity -7.660000e+08 -4.060000e+08 -7.960000e+08
Property Plant Equipment 1.497200e+10 1.467800e+10 1.446800e+10
Total Current Assets 3.266000e+09 4.346000e+09 3.892000e+09
Net Tangible Assets 6.308000e+09 5.940000e+09 5.249000e+09
Long Term Debt 7.934000e+09 7.941000e+09 7.993000e+09
Capital Surplus NaN 6.017000e+09 5.903000e+09
Retained Earnings NaN 3.790000e+08 1.920000e+08
Good Will NaN 3.600000e+08 3.600000e+08
Deferred Long Term Asset Charges NaN 7.100000e+07 2.600000e+07
Long Term Investments NaN 2.000000e+06 4.000000e+06
Net Receivables NaN 1.211000e+09 1.093000e+09
Inventory NaN 2.230000e+08 2.620000e+08
Accounts Payable NaN 2.200000e+08 2.100000e+08
2021-06-30
Total Liab 1.263400e+10
Total Stockholder Equity 5.488000e+09
Minority Interest 1.044000e+09
Other Current Liab 9.670000e+08
Total Assets 1.916600e+10
Common Stock 3.100000e+08
Other Current Assets 2.960000e+08
Other Liab 1.764000e+09
Treasury Stock -8.360000e+08
Other Assets 6.480000e+08
Cash 2.430000e+09
Total Current Liabilities 2.527000e+09
Short Long Term Debt 5.110000e+08
Other Stockholder Equity -8.360000e+08
Property Plant Equipment 1.418500e+10
Total Current Assets 3.969000e+09
Net Tangible Assets 5.128000e+09
Long Term Debt 7.712000e+09
Capital Surplus 5.859000e+09
Retained Earnings 1.550000e+08
Good Will 3.600000e+08
Deferred Long Term Asset Charges 2.100000e+07
Long Term Investments 4.000000e+06
Net Receivables 1.002000e+09
Inventory 2.410000e+08
Accounts Payable 1.780000e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.000000e+00 72000000.0
Total Cashflows From Investing Activities -5.220000e+08 -510000000.0
Net Borrowings -5.060000e+08 -53000000.0
Total Cash From Financing Activities -6.650000e+08 -95000000.0
Change To Operating Activities -1.108000e+09 -51000000.0
Issuance Of Stock 3.300000e+07 110000000.0
Net Income 4.170000e+08 265000000.0
Change In Cash -1.343000e+09 294000000.0
Total Cash From Operating Activities -1.560000e+08 899000000.0
Depreciation 3.430000e+08 403000000.0
Dividends Paid -1.190000e+08 -77000000.0
Other Cashflows From Financing Activities -7.300000e+07 -75000000.0
Change To Netincome 1.920000e+08 218000000.0
Capital Expenditures -5.460000e+08 -509000000.0
Other Cashflows From Investing Activities NaN -1000000.0
Change To Inventory NaN 38000000.0
Change To Account Receivables NaN -215000000.0
2021-09-30 2021-06-30
Change To Liabilities 225000000.0 71000000.0
Total Cashflows From Investing Activities -370000000.0 -60000000.0
Net Borrowings 287000000.0 -69000000.0
Total Cash From Financing Activities -256000000.0 -161000000.0
Change To Operating Activities -74000000.0 -37000000.0
Issuance Of Stock 110000000.0 75000000.0
Net Income 115000000.0 -73000000.0
Change In Cash -11000000.0 564000000.0
Total Cash From Operating Activities 615000000.0 785000000.0
Depreciation 207000000.0 538000000.0
Dividends Paid -77000000.0 -77000000.0
Other Cashflows From Financing Activities -466000000.0 -90000000.0
Change To Netincome 309000000.0 194000000.0
Capital Expenditures -498000000.0 -355000000.0
Other Cashflows From Investing Activities -2000000.0 -2000000.0
Change To Inventory -40000000.0 -22000000.0
Change To Account Receivables -218000000.0 14000000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 1535000000 -73000000
3Q2021 1717000000 115000000
4Q2021 2188000000 265000000
1Q2022 2252000000 417000000]
['quarterly_financials', 2022-03-31 2021-12-31 \
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 702000000.0 568000000.0
Minority Interest 740000000.0 726000000.0
Net Income 417000000.0 265000000.0
Selling General Administrative 423000000.0 402000000.0
Gross Profit 1570000000.0 1516000000.0
Ebit 803000000.0 685000000.0
Operating Income 803000000.0 685000000.0
Other Operating Expenses -36000000.0 -14000000.0
Interest Expense -123000000.0 -121000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 197000000.0 212000000.0
Total Revenue 2252000000.0 2188000000.0
Total Operating Expenses 1449000000.0 1503000000.0
Cost Of Revenue 682000000.0 672000000.0
Total Other Income Expense Net -101000000.0 -117000000.0
Discontinued Operations None None
Net Income From Continuing Ops 505000000.0 356000000.0
Net Income Applicable To Common Shares 417000000.0 265000000.0
2021-09-30 2021-06-30
Research Development None None
Effect Of Accounting Charges None None
Income Before Tax 328000000.0 135000000.0
Minority Interest 647000000.0 1044000000.0
Net Income 115000000.0 -73000000.0
Selling General Administrative 409000000.0 399000000.0
Gross Profit 1195000000.0 1213000000.0
Ebit 424000000.0 254000000.0
Operating Income 424000000.0 254000000.0
Other Operating Expenses -23000000.0 -20000000.0
Interest Expense -125000000.0 -118000000.0
Extraordinary Items None None
Non Recurring None None
Other Items None None
Income Tax Expense 143000000.0 122000000.0
Total Revenue 1717000000.0 1535000000.0
Total Operating Expenses 1293000000.0 1281000000.0
Cost Of Revenue 522000000.0 322000000.0
Total Other Income Expense Net -96000000.0 -119000000.0
Discontinued Operations None None
Net Income From Continuing Ops 185000000.0 13000000.0
Net Income Applicable To Common Shares 115000000.0 -73000000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Select Sector SPDR Fund-Energy Select 8106371 2022-01-30 0.0260
1 Vanguard Total Stock Market Index Fund 7922572 2021-12-30 0.0255
2 Dodge & Cox Stock Fund 6588763 2021-12-30 0.0212
3 Vanguard Mid-Cap Index Fund 6303240 2021-12-30 0.0203
4 Vanguard/Primecap Fund 6049200 2021-12-30 0.0194
5 Vanguard 500 Index Fund 5837872 2021-12-30 0.0188
6 Fidelity Growth Company Fund 3600791 2022-02-27 0.0116
7 SPDR S&P 500 ETF Trust 2920036 2022-01-30 0.0094
8 Fidelity 500 Index Fund 2822946 2022-02-27 0.0091
9 Fidelity Series Large Cap Stock Fund 2618572 2022-02-27 0.0084
Value
0 748136979
1 586508005
2 487766124
3 466628857
4 447822276
5 432177664
6 363895938
7 269490122
8 285286922
9 264632886 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 6.36
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile 0
peerCount 66
governanceScore 6.97
environmentPercentile 0
animalTesting False
tobacco False
totalEsg 31.78
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 68.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.44
governancePercentile 0
militaryContract False]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
CEIX 2.034072 0.842 95.981 241890000 0.16404 2.585434
freeCashflow grossMargins grossProfits heldPercentInstitutions \
CEIX 252373632 0.3951 422536000 0.82577
industry marketCap operatingCashflow operatingMargins payoutRatio \
CEIX Thermal Coal 1606689280 375780000 0.01441 0
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
CEIX 2.403771 1.089613 0.00221 0.658
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
CEIX 0.00507 0.0052 0.616 42.718 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
CEIX 34814500 2.05 222906000 6.403 641545984
totalRevenue trailingPE
CEIX 1474550016 512.7778
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 46.150002 | 47.268535 | 52.341873 | 57.415211 | 46.69127 | 6.413974 | 33.863321 | 59.519218 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| CEIX | 1.548727 | 46.150002 | 10292389.84375 | 0.762563 | 0.855686 | 0.521917 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 36.22631655233729 60.30280617523618 test cv mean error, stdev (10 folds): 36.226316557030934 60.30280617250171 sell date: 2022-09-16 expected return: 0.9213137330039602 discounted return: 0.007282043705804542 quarter return: 1.9493977978896335
['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
beta currentRatio debtToEquity dividendRate dividendYield ebitda \
SM 5.488235 0.717 93.916 0.02 0.0006 1315937024
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
SM 0.45427 8.413136 570353344 0.8671 2136878000
heldPercentInstitutions industry marketCap operatingCashflow \
SM 0.88028 Oil & Gas E&P 4823732224 1396240000
operatingMargins payoutRatio pegRatio priceToBook \
SM 0.18012 0.007 0.12 2.946938
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
SM 1.66518 0.11608 0.7 0.06264
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
SM 0.17312 0.931 23.974 Energy 121474000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
SM 2.26 419887008 3.446 1986428032 2896824064
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 39.709999 | 36.543497 | 46.618254 | 56.693011 | 41.080159 | 5.405133 | 30.269893 | 51.890424 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| SM | 0.640686 | 39.709999 | 85332599.609375 | 0.715458 | 0.803847 | 0.471215 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', False] best inner cv score, sdev (11 folds): 38.18857387753895 45.77804806210083 test cv mean error, stdev (10 folds): 41.847934900877 46.45312720325848 sell date: 2022-09-23 expected return: 0.2763598654292093 discounted return: 0.0025187561453154927 quarter return: 1.2604064198396316
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 1.844478e+09 1.840228e+09 1.838620e+09
Total Liab 3.280672e+09 3.170846e+09 3.425061e+09
Total Stockholder Equity 2.115109e+09 2.063131e+09 1.636899e+09
Deferred Long Term Liab 2.300000e+06 2.700000e+06 3.100000e+06
Other Current Liab 5.381270e+08 4.047460e+08 5.520440e+08
Total Assets 5.395781e+09 5.233977e+09 5.061960e+09
Common Stock 1.219000e+06 1.219000e+06 1.215000e+06
Other Current Assets 9.649000e+06 2.409500e+07 2.451400e+07
Retained Earnings 2.820790e+08 2.345330e+08 -1.903670e+08
Other Liab 2.415590e+08 1.809150e+08 2.438640e+08
Treasury Stock -1.266700e+07 -1.284900e+07 -1.256900e+07
Other Assets 5.397300e+07 2.576600e+07 6.020700e+07
Cash 4.198870e+08 3.327160e+08 2.980000e+07
Total Current Liabilities 1.058721e+09 8.893270e+08 1.103567e+09
Other Stockholder Equity -1.266700e+07 -1.284900e+07 -1.256900e+07
Property Plant Equipment 4.582973e+09 4.595024e+09 4.665483e+09
Total Current Assets 7.588350e+08 6.131870e+08 3.362700e+08
Net Tangible Assets 2.115109e+09 2.063131e+09 1.636899e+09
Net Receivables 3.210760e+08 2.472010e+08 2.722480e+08
Long Term Debt 1.980392e+09 2.081164e+09 2.077630e+09
Accounts Payable 5.145580e+08 2.507200e+07 5.424740e+08
2021-06-30
Capital Surplus 1.838859e+09
Total Liab 3.500489e+09
Total Stockholder Equity 1.552509e+09
Deferred Long Term Liab 3.500000e+06
Other Current Liab 5.450620e+08
Total Assets 5.052998e+09
Common Stock 1.210000e+06
Other Current Assets 3.130300e+07
Retained Earnings -2.747450e+08
Other Liab 2.566960e+08
Treasury Stock -1.281500e+07
Other Assets 6.877900e+07
Cash NaN
Total Current Liabilities 1.051668e+09
Other Stockholder Equity -1.281500e+07
Property Plant Equipment 4.714809e+09
Total Current Assets 2.694100e+08
Net Tangible Assets 1.552509e+09
Net Receivables 2.295120e+08
Long Term Debt 2.192125e+09
Accounts Payable 4.962850e+08 ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Change To Liabilities 0.0 218238000.0
Total Cashflows From Investing Activities -150127000.0 -122484000.0
Net Borrowings -104770000.0 -104770000.0
Total Cash From Financing Activities -104794000.0 -4230000.0
Change To Operating Activities -137962000.0 -51950000.0
Net Income 48764000.0 424900000.0
Change In Cash 87171000.0 302916000.0
Total Cash From Operating Activities 342092000.0 429630000.0
Depreciation 160481000.0 208761000.0
Other Cashflows From Financing Activities -24000.0 -4339000.0
Change To Netincome 266799000.0 -273197000.0
Capital Expenditures -150127000.0 -124576000.0
Issuance Of Stock NaN 1324000.0
Dividends Paid NaN -1215000.0
Change To Account Receivables NaN -101047000.0
Other Cashflows From Investing Activities NaN NaN
2021-09-30 2021-06-30
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -174795000.0 -222322000.0
Net Borrowings -118792000.0 -74213000.0
Total Cash From Financing Activities -123524000.0 -74077000.0
Change To Operating Activities 21078000.0 82529000.0
Net Income 85593000.0 -222995000.0
Change In Cash 29800000.0 29800000.0
Total Cash From Operating Activities 328119000.0 296399000.0
Depreciation 211451000.0 213464000.0
Other Cashflows From Financing Activities -4732000.0 -1000.0
Change To Netincome 6092000.0 218679000.0
Capital Expenditures -183409000.0 -222614000.0
Issuance Of Stock 1324000.0 1315000.0
Dividends Paid -1215000.0 -1178000.0
Change To Account Receivables -101047000.0 -101047000.0
Other Cashflows From Investing Activities -221000.0 292000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 538649000 -222995000
3Q2021 724539000 85593000
4Q2021 814260000 424900000
1Q2022 819376000 48764000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 61625000.0 434933000.0 85554000.0
Minority Interest None None None
Net Income 48764000.0 424900000.0 85593000.0
Selling General Administrative 24996000.0 37062000.0 25530000.0
Gross Profit 723085000.0 714875000.0 629894000.0
Ebit 101736000.0 474411000.0 126257000.0
Operating Income 101736000.0 474411000.0 126257000.0
Other Operating Expenses 426826000.0 -17909000.0 257947000.0
Interest Expense -39387000.0 -40085000.0 -40861000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 12861000.0 10033000.0 -39000.0
Total Revenue 819376000.0 814260000.0 724539000.0
Total Operating Expenses 717640000.0 339849000.0 598282000.0
Cost Of Revenue 96291000.0 99385000.0 94645000.0
Total Other Income Expense Net -40111000.0 -39478000.0 -40703000.0
Discontinued Operations None None None
Net Income From Continuing Ops 48764000.0 424900000.0 85593000.0
Net Income Applicable To Common Shares 48764000.0 424900000.0 85593000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -223157000.0
Minority Interest None
Net Income -222995000.0
Selling General Administrative 24639000.0
Gross Profit 443993000.0
Ebit -180624000.0
Operating Income -180624000.0
Other Operating Expenses 377800000.0
Interest Expense -39536000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -162000.0
Total Revenue 538649000.0
Total Operating Expenses 719273000.0
Cost Of Revenue 94656000.0
Total Other Income Expense Net -42533000.0
Discontinued Operations None
Net Income From Continuing Ops -222995000.0
Net Income Applicable To Common Shares -222995000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 8545223 2022-01-30
1 Vanguard Total Stock Market Index Fund 3454105 2021-12-30
2 Vanguard Small-Cap Index Fund 3058030 2021-12-30
3 iShares Russell 2000 ETF 2729906 2022-01-30
4 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 2729590 2022-01-30
5 Vanguard Small Cap Value Index Fund 1938357 2021-12-30
6 Vanguard Extended Market Index Fund 1597503 2021-12-30
7 iShares S&P Small-Cap 600 Growth ETF 1404764 2022-01-30
8 First Trust NASDAQ Oil & Gas ETF 1361871 2022-02-27
9 iShares Russell 2000 Value ETF 1284094 2022-01-30
% Out Value
0 0.0701 280368766
1 0.0283 101827015
2 0.0251 90150724
3 0.0224 89568215
4 0.0224 89557847
5 0.0159 57142764
6 0.0131 47094388
7 0.0115 46090306
8 0.0112 48360039
9 0.0105 42131124 ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: RRC
sector: Energy
Index: SP400
vol_30d_2yr: 120549255.6640625
Sector 1YMF: -6.6699981689453125
1YMF: -6.6699981689453125
risk trend factor: -0.5642977510548108
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
RRC 1.988656 0.246 162.685 458860992 0.11425 5.124756
freeCashflow grossMargins grossProfits heldPercentInstitutions \
RRC 838692352 0.57877 1937478000 0.8719
industry marketCap operatingCashflow operatingMargins payoutRatio \
RRC Oil & Gas E&P 7092963328 1090109952 0.02264 0
pegRatio priceToBook priceToSalesTrailing12Months profitMargins \
RRC 0.29 3.976706 1.766035 -0.01797
quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare \
RRC 0.238 0.00892 -0.04423 0.637 16.483
sector sharesOutstanding shortRatio totalCash totalCashPerShare \
RRC Energy 269796992 3.45 112931000 0.453
totalDebt totalRevenue
RRC 2603130112 4016321024
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 26.290001 | 26.463464 | 32.556032 | 38.6486 | 31.029206 | 2.69788 | 25.633446 | 36.424967 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| RRC | 0.930726 | 26.290001 | 120549255.664062 | 0.655439 | 0.472816 | 0.488191 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', False] best inner cv score, sdev (11 folds): 11.350390154837784 13.920119254206307 test cv mean error, stdev (10 folds): 12.432072855646293 14.151900225241045 sell date: 2022-06-24 expected return: -0.0001485350946100342 discounted return: -2.4757381370865694e-05 quarter return: 0.9977248847256419
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore None
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore None
environmentPercentile None
animalTesting False
tobacco False
totalEsg 33.07
highestControversy 2
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 72.13
peerGroup Oil & Gas Producers
smallArms False
environmentScore None
governancePercentile None
militaryContract False]
symbol: MUR
sector: Energy
Index: SP400
vol_30d_2yr: 64239713.28125
Sector 1YMF: -13.33000373840332
1YMF: -13.33000373840332
risk trend factor: -0.9433830665790159
beta currentRatio debtToEquity dividendRate dividendYield \
MUR 2.692156 0.757 77.918 0.7 0.0203
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
MUR 1377604992 0.49179 11.481228 1169600128 0.81072
grossProfits heldPercentInstitutions industry marketCap \
MUR 2271014000 0.83403 Oil & Gas E&P 5196000768
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
MUR 1422162944 0.18455 0.7836 0.12 1.315501
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
MUR 1.85491 -0.0263 0.666 0.03088
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
MUR 0.01119 0.732 18.155 Energy 154459008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue
MUR 5.46 521184000 3.374 3366657024 2801214976
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 33.639999 | 33.453331 | 40.601905 | 47.750479 | 39.679365 | 3.354359 | 32.970646 | 46.388084 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MUR | 0.622051 | 33.639999 | 64239713.28125 | 0.686775 | 0.505866 | 0.448868 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 31.132739068612207 28.323498804672614 test cv mean error, stdev (10 folds): 33.25936023525206 28.8564636121606 sell date: 2022-09-23 expected return: 0.22154868737901595 discounted return: 0.0020652169444099755 quarter return: 1.2090126478895236
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 9.266980e+08 9.212270e+08 9.151810e+08
Total Liab 5.984144e+09 6.216909e+09 6.562362e+09
Total Stockholder Equity 4.157311e+09 3.949508e+09 3.880600e+09
Minority Interest 1.634850e+08 1.644390e+08 1.612280e+08
Deferred Long Term Liab 2.373800e+07 2.710100e+07 2.964500e+07
Other Current Liab 1.542410e+08 1.803500e+07 1.917600e+07
Total Assets 1.030494e+10 1.033086e+10 1.060419e+10
Common Stock 1.951010e+08 1.951010e+08 1.951010e+08
Other Current Assets 1.973300e+07 4.098700e+07 4.082100e+07
Retained Earnings 5.218670e+09 5.069578e+09 4.980428e+09
Other Liab 1.593242e+09 1.687479e+09 1.699512e+09
Treasury Stock -2.183158e+09 -2.236398e+09 -2.210110e+09
Other Assets 4.147890e+08 4.693130e+08 4.872450e+08
Cash 5.211840e+08 5.050670e+08 4.181000e+08
Total Current Liabilities 1.164326e+09 1.134613e+09 1.273286e+09
Deferred Long Term Asset Charges 3.855160e+08 4.422120e+08 4.576000e+08
Short Long Term Debt 6.540000e+05 6.460000e+05 2.210000e+05
Other Stockholder Equity -5.277110e+08 -5.801740e+08 -5.535190e+08
Property Plant Equipment 9.009241e+09 9.030812e+09 9.198339e+09
Total Current Assets 8.809100e+08 8.307310e+08 9.186060e+08
Net Tangible Assets 4.157311e+09 3.949508e+09 3.880600e+09
Net Receivables 2.538700e+08 1.866830e+08 3.665420e+08
Long Term Debt 2.465414e+09 2.613703e+09 2.756507e+09
Inventory 5.419800e+07 5.741100e+07 5.711600e+07
Accounts Payable 6.231290e+08 6.154360e+08 7.440670e+08
2021-03-31
Capital Surplus 9.143030e+08
Total Liab 6.184735e+09
Total Stockholder Equity 3.935191e+09
Minority Interest 1.644180e+08
Deferred Long Term Liab 3.075900e+07
Other Current Liab 3.146700e+07
Total Assets 1.028434e+10
Common Stock 1.951010e+08
Other Current Assets 7.739700e+07
Retained Earnings 5.062813e+09
Other Liab 1.733995e+09
Treasury Stock -2.237026e+09
Other Assets 4.643760e+08
Cash 2.308700e+08
Total Current Liabilities 8.653840e+08
Deferred Long Term Asset Charges 4.336170e+08
Short Long Term Debt NaN
Other Stockholder Equity -5.756100e+08
Property Plant Equipment 9.128663e+09
Total Current Assets 6.913050e+08
Net Tangible Assets 3.935191e+09
Net Receivables 2.788190e+08
Long Term Debt 2.755596e+09
Inventory 6.658500e+07
Accounts Payable 5.383270e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 54479000.0 -84012000.0
Total Cashflows From Investing Activities -105784000.0 -118241000.0
Net Borrowings -150160000.0 -150333000.0
Total Cash From Financing Activities -208920000.0 -198938000.0
Change To Operating Activities 8685000.0 -4737000.0
Net Income 168400000.0 108456000.0
Change In Cash 16117000.0 86967000.0
Repurchase Of Stock -236000.0 -1078000.0
Effect Of Exchange Rate -59000.0 -855000.0
Total Cash From Operating Activities 330880000.0 405001000.0
Depreciation 196545000.0 206994000.0
Dividends Paid -19308000.0 -19306000.0
Change To Inventory 3091000.0 780000.0
Change To Account Receivables -67044000.0 179875000.0
Other Cashflows From Financing Activities -39216000.0 -28221000.0
Change To Netincome -35192000.0 -1214000.0
Capital Expenditures -106249000.0 -118916000.0
2021-06-30 2021-03-31
Change To Liabilities 112889000.0 11810000.0
Total Cashflows From Investing Activities -203429000.0 9744000.0
Net Borrowings -199000.0 -234556000.0
Total Cash From Financing Activities -58835000.0 -327820000.0
Change To Operating Activities 1707000.0 -3652000.0
Net Income -63082000.0 -287438000.0
Change In Cash 187230000.0 -79736000.0
Repurchase Of Stock -101000.0 -3794000.0
Effect Of Exchange Rate 978000.0 574000.0
Total Cash From Operating Activities 448516000.0 237766000.0
Depreciation 243732000.0 213372000.0
Dividends Paid -19303000.0 -19287000.0
Change To Inventory 8546000.0 392000.0
Change To Account Receivables -87821000.0 -16954000.0
Other Cashflows From Financing Activities -39232000.0 -70183000.0
Change To Netincome 232249000.0 320884000.0
Capital Expenditures -204769000.0 -258279000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 592527000 -287438000
2Q2021 758829000 -63082000
3Q2021 687549000 108456000
4Q2021 762310000 168400000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 261344000.0 174853000.0 -38115000.0
Minority Interest 163485000.0 164439000.0 161228000.0
Net Income 168400000.0 108456000.0 -63082000.0
Selling General Administrative 248385000.0 31367000.0 91239000.0
Gross Profit 805228000.0 501160000.0 629437000.0
Ebit 302721000.0 245299000.0 50430000.0
Operating Income 302721000.0 245299000.0 50430000.0
Other Operating Expenses 42215000.0 10171000.0 246937000.0
Interest Expense -37369000.0 -46925000.0 -43374000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 56636000.0 36838000.0 -11177000.0
Total Revenue 762310000.0 687549000.0 758829000.0
Total Operating Expenses 459589000.0 442250000.0 708399000.0
Cost Of Revenue -42918000.0 186389000.0 129392000.0
Total Other Income Expense Net -41377000.0 -70446000.0 -88545000.0
Discontinued Operations -625000.0 -706000.0 -102000.0
Net Income From Continuing Ops 204708000.0 138015000.0 -26938000.0
Net Income Applicable To Common Shares 168400000.0 108456000.0 -63082000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax -355191000.0
Minority Interest 164418000.0
Net Income -287438000.0
Selling General Administrative 38207000.0
Gross Profit 393220000.0
Ebit -81476000.0
Operating Income -81476000.0
Other Operating Expenses 231033000.0
Interest Expense -51200000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense -88159000.0
Total Revenue 592527000.0
Total Operating Expenses 674003000.0
Cost Of Revenue 199307000.0
Total Other Income Expense Net -273715000.0
Discontinued Operations 208000.0
Net Income From Continuing Ops -267032000.0
Net Income Applicable To Common Shares -287438000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 Fidelity Low-Priced Stock Fund 12580852 2022-02-27
1 Vanguard Total Stock Market Index Fund 4174633 2021-12-30
2 iShares Core S&P Midcap ETF 4030068 2022-01-30
3 Fidelity Series Intrinsic Opportunities Fund 4000000 2022-02-27
4 Vanguard Small-Cap Index Fund 3687166 2021-12-30
5 iShares Russell 2000 ETF 3344671 2022-01-30
6 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 3145264 2022-01-30
7 DFA U.S. Small Cap Value Series 3134039 2022-01-30
8 Vanguard/Windsor II 2962252 2022-01-30
9 Vanguard Small Cap Value Index Fund 2342913 2021-12-30
% Out Value
0 0.0810 436178138
1 0.0269 108999667
2 0.0259 127350148
3 0.0257 138680000
4 0.0237 96271904
5 0.0215 105691603
6 0.0202 99390342
7 0.0202 99035632
8 0.0191 93607163
9 0.0151 61173458 ]
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: MTDR
sector: Energy
Index: SP400
vol_30d_2yr: 48684538.4765625
Sector 1YMF: 0.3000030517578125
1YMF: 0.3000030517578125
risk trend factor: 0.01246895603489608
beta currentRatio debtToEquity dividendRate dividendYield \
MTDR 3.830762 0.997 64.833 0.2 0.0036
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MTDR 2.392 1377725952 0.67726 5.21385 29532376
grossMargins grossProfits heldPercentInstitutions industry \
MTDR 0.85318 1462239000 0.94358 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MTDR 6048000000 1212914048 0.49636 0.0245 0.52
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MTDR 2.853322 2.97308 0.35956 0.801
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MTDR 0.15195 0.40598 0.966 17.345 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MTDR 118125000 5.18 63001000 0.533 1515442944
totalRevenue trailingPE
MTDR 2034253952 8.356456
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 51.200001 | 48.705794 | 59.342064 | 69.978334 | 55.003573 | 5.257912 | 44.487749 | 65.519397 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MTDR | 0.702256 | 51.200001 | 48684538.476562 | 0.730363 | 0.889052 | 0.461003 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', False] best inner cv score, sdev (11 folds): 50.80379827326996 41.06477770485787 test cv mean error, stdev (10 folds): 55.70621311094228 39.88204201220304 sell date: 2022-09-23 expected return: 0.4505019270375954 discounted return: 0.0038414797766888054 quarter return: 1.4229597770944917
['options', ('2022-07-15', '2023-01-20')]
symbol: PXD
sector: Energy
Index: SP500
vol_30d_2yr: 47391610.9375
Sector 1YMF: -50.03999328613281
1YMF: -50.03999328613281
risk trend factor: -0.727748651596503
beta currentRatio debtToEquity dividendRate dividendYield \
PXD 1.535843 1.541 25.456 12.34 0.0556
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PXD 9187000320 0.43846 7.828098 2404124928 0.53944
grossProfits heldPercentInstitutions industry marketCap \
PXD 9392000000 0.92214 Oil & Gas E&P 53659250688
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PXD 8265999872 0.31175 0.3288 0.46 2.26717
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PXD 2.560934 0.2003 1.404 0.12148
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PXD 0.20075 1.006 86.852 Energy 241959008
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PXD 2.87 3256000000 13.457 6024999936 20952999936
trailingPE
PXD 13.618053
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 221.770004 | 243.334843 | 270.065238 | 296.795633 | 256.810952 | 15.318142 | 226.174668 | 287.447237 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PXD | 1.317982 | 221.770004 | 47391610.9375 | 0.685246 | 0.678534 | 0.490016 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 945.2115858493137 912.1408616277421 test cv mean error, stdev (10 folds): 1035.233622083089 908.8770046115551 sell date: 2022-08-26 expected return: 0.08911694869070397 discounted return: 0.0012379718739679024 quarter return: 1.1205537380651147
['options', ('2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 8.97
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 9.1
environmentPercentile None
animalTesting False
tobacco False
totalEsg 36.53
highestControversy 1
esgPerformance OUT_PERF
coal False
pesticides False
adult False
percentile 81.93
peerGroup Oil & Gas Producers
smallArms False
environmentScore 18.46
governancePercentile None
militaryContract False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
beta currentRatio debtToEquity dividendRate dividendYield \
OXY 1.955081 1.156 111.198 0.52 0.0086
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
OXY 15392000000 0.53054 6.773723 9129875456 0.64697
grossProfits heldPercentInstitutions industry marketCap \
OXY 16297000000 0.82197 Oil & Gas E&P 52182794240
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
OXY 12762999808 0.25255 0.0242 0.24 3.445545
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
OXY 1.798662 0.25314 0.844 0.05964
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
OXY 0.34101 0.577 30.999 Energy 937190976
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
OXY 2.02 1908999936 2.037 27696001024 29012000768
trailingPE
OXY 8.324114
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 55.68 | 56.839295 | 65.607143 | 74.374991 | 61.382222 | 4.693201 | 51.995819 | 70.768625 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| OXY | 1.190976 | 55.68 | 498984476.953125 | 0.71978 | 0.690434 | 0.542013 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'add', True] best inner cv score, sdev (11 folds): 67.21993334657081 59.738870929562374 test cv mean error, stdev (10 folds): 72.47517049631047 60.181502548940344 sell date: 2022-09-16 expected return: 0.14665153996186295 discounted return: 0.0015216675711604566 quarter return: 1.15014383992918
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability', Value
2022-5
palmOil False
controversialWeapons False
gambling False
socialScore 12.04
nuclear False
furLeather False
alcoholic False
gmo False
catholic False
socialPercentile None
peerCount 66
governanceScore 6.88
environmentPercentile None
animalTesting False
tobacco False
totalEsg 43.53
highestControversy 2
esgPerformance LEAD_PERF
coal False
pesticides False
adult False
percentile 92.95
peerGroup Oil & Gas Producers
smallArms False
environmentScore 24.61
governancePercentile None
militaryContract False]
symbol: PDCE
sector: Energy
Index: SP400
vol_30d_2yr: 24813862.890625
Sector 1YMF: -14.360000610351562
1YMF: -14.360000610351562
risk trend factor: -0.5396467599014401
beta currentRatio debtToEquity dividendRate dividendYield \
PDCE 2.922058 0.498 32.834 1 0.0155
ebitda ebitdaMargins forwardPE freeCashflow grossMargins \
PDCE 1278352000 0.53439 6.465069 661902144 0.88251
grossProfits heldPercentInstitutions industry marketCap \
PDCE 2111095000 0.96343 Oil & Gas E&P 6308347904
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
PDCE 1547795968 0.26364 0.1225 0.14 2.480472
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PDCE 2.637096 0.21834 0.47 0.07455
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PDCE 0.18904 1.41 24.275 Energy 97381104
shortRatio totalCash totalCashPerShare totalDebt totalRevenue trailingPE
PDCE 7.65 33829000 0.351 955555008 2392156928 152.06572
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 64.779999 | 63.693839 | 77.329841 | 90.965843 | 73.805873 | 5.730229 | 62.345416 | 85.26633 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PDCE | 1.314132 | 64.779999 | 24813862.890625 | 0.689138 | 0.390825 | 0.487351 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', False] best inner cv score, sdev (11 folds): 66.24561128265599 64.85907657373443 test cv mean error, stdev (10 folds): 70.97253189396953 66.19371423029085 sell date: 2022-08-26 expected return: 0.2620658318403486 discounted return: 0.0033788829531142817 quarter return: 1.3638795329913624
['quarterly_balance_sheet', 2021-12-31 2021-09-30 2021-06-30 \
Capital Surplus 3.161941e+09 3.267261e+09 3.333168e+09
Total Liab 2.426419e+09 2.823041e+09 2.869083e+09
Total Stockholder Equity 2.910247e+09 2.544224e+09 2.464906e+09
Deferred Long Term Liab 1.690000e+07 5.600000e+06 6.400000e+06
Other Current Liab 6.228770e+08 7.500000e+08 6.521060e+08
Total Assets 5.336666e+09 5.367265e+09 5.333989e+09
Common Stock 9.650000e+05 9.740000e+05 9.890000e+05
Other Current Assets 1.790900e+07 7.559000e+06 5.146000e+06
Retained Earnings -2.499540e+08 -7.230170e+08 -8.683380e+08
Other Liab 5.579650e+08 5.186080e+08 4.555700e+08
Treasury Stock -2.705000e+06 -9.940000e+05 -9.130000e+05
Other Assets 5.559800e+07 4.755700e+07 4.764500e+07
Cash 3.382900e+07 9.992200e+07 1.097490e+08
Total Current Liabilities 9.200960e+08 1.053438e+09 1.161964e+09
Property Plant Equipment 4.822495e+09 4.835014e+09 4.856531e+09
Total Current Assets 4.585730e+08 4.846940e+08 4.298130e+08
Net Tangible Assets 2.910247e+09 2.544224e+09 2.464906e+09
Net Receivables 3.986050e+08 3.686110e+08 3.072010e+08
Long Term Debt 9.420840e+08 1.243235e+09 1.242676e+09
Accounts Payable 1.278910e+08 1.439310e+08 1.770990e+08
Short Long Term Debt NaN NaN 1.979190e+08
2021-03-31
Capital Surplus 3.369272e+09
Total Liab 2.653589e+09
Total Stockholder Equity 2.587068e+09
Deferred Long Term Liab 7.300000e+06
Other Current Liab 4.411260e+08
Total Assets 5.240657e+09
Common Stock 9.940000e+05
Other Current Assets 8.032000e+06
Retained Earnings -7.813010e+08
Other Liab 4.580310e+08
Treasury Stock -1.897000e+06
Other Assets 6.254900e+07
Cash 5.906700e+07
Total Current Liabilities 9.435670e+08
Property Plant Equipment 4.842849e+09
Total Current Assets 3.352590e+08
Net Tangible Assets 2.587068e+09
Net Receivables 2.568370e+08
Long Term Debt 1.242108e+09
Accounts Payable 1.206470e+08
Short Long Term Debt 1.954510e+08 ]
['quarterly_cashflow', 2021-12-31 2021-09-30 \
Change To Liabilities 40183000.0 0.0
Total Cashflows From Investing Activities -154330000.0 -188348000.0
Net Borrowings -308979000.0 -200414000.0
Total Cash From Financing Activities -431738999.0 -271933000.0
Change To Operating Activities 160409000.0 33962000.0
Net Income 473063000.0 145321000.0
Change In Cash -66093000.0 -9827000.0
Repurchase Of Stock -49679000.0 -59804000.0
Total Cash From Operating Activities 519976000.0 450454000.0
Depreciation 159870000.0 172469000.0
Dividends Paid -11401627.0 -11715000.0
Change To Account Receivables -153717000.0 -153717000.0
Other Cashflows From Financing Activities -13066000.0 -13066000.0
Change To Netincome -162105000.0 95221000.0
Capital Expenditures -154808000.0 -188654000.0
2021-06-30 2021-03-31
Change To Liabilities 0.0 0.0
Total Cashflows From Investing Activities -131379000.0 -104747000.0
Net Borrowings -434000.0 -168445000.0
Total Cash From Financing Activities -42246000.0 -191868000.0
Change To Operating Activities -118700000.0 53068000.0
Net Income -87037000.0 -9036000.0
Change In Cash 50682000.0 56444000.0
Repurchase Of Stock -29927000.0 -23423000.0
Total Cash From Operating Activities 224307000.0 353059000.0
Depreciation 165442000.0 149891000.0
Dividends Paid -11885000.0 -11885000.0
Change To Account Receivables -153717000.0 -153717000.0
Other Cashflows From Financing Activities -13066000.0 -13066000.0
Change To Netincome 260725000.0 155299000.0
Capital Expenditures -131423000.0 -109117000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
1Q2021 437800000 -9036000
2Q2021 510154000 -87037000
3Q2021 659386000 145321000
4Q2021 784817000 473063000]
['quarterly_financials', 2021-12-31 2021-09-30 2021-06-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 499536000.0 145531000.0 -87192000.0
Minority Interest None None None
Net Income 473063000.0 145321000.0 -87037000.0
Selling General Administrative 31366000.0 30847000.0 32843000.0
Gross Profit 708056000.0 587005000.0 441770000.0
Ebit 522355000.0 165486000.0 -67199000.0
Operating Income 522355000.0 165486000.0 -67199000.0
Other Operating Expenses -2836000.0 220806000.0 313630000.0
Interest Expense -16572000.0 -20098000.0 -20060000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 26473000.0 210000.0 -155000.0
Total Revenue 784817000.0 659386000.0 510154000.0
Total Operating Expenses 262462000.0 493900000.0 577353000.0
Cost Of Revenue 76761000.0 72381000.0 68384000.0
Total Other Income Expense Net -22819000.0 -19955000.0 -19993000.0
Discontinued Operations None None None
Net Income From Continuing Ops 473063000.0 145321000.0 -87037000.0
Net Income Applicable To Common Shares 473063000.0 145321000.0 -87037000.0
2021-03-31
Research Development None
Effect Of Accounting Charges None
Income Before Tax -8981000.0
Minority Interest None
Net Income -9036000.0
Selling General Administrative 32677000.0
Gross Profit 374264000.0
Ebit 10038000.0
Operating Income 10038000.0
Other Operating Expenses 184432000.0
Interest Expense -19041000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 55000.0
Total Revenue 437800000.0
Total Operating Expenses 427762000.0
Cost Of Revenue 63536000.0
Total Other Income Expense Net -19019000.0
Discontinued Operations None
Net Income From Continuing Ops -9036000.0
Net Income Applicable To Common Shares -9036000.0 ]
['mutualfund_holders', Holder Shares Date Reported \
0 iShares Core S&P Smallcap ETF 6850630 2022-01-30
1 Vanguard Total Stock Market Index Fund 2768637 2021-12-30
2 Vanguard Small-Cap Index Fund 2452337 2021-12-30
3 Oakmark Equity and Income Fund 2387591 2021-12-30
4 Delaware Group Equity Fds V-Small Cap Core Fund 2303183 2022-02-27
5 iShares Russell 2000 ETF 2232757 2022-01-30
6 DFA U.S. Small Cap Value Series 2118368 2022-01-30
7 Victory Portfolios-Sycamore Small Company Oppo... 1970000 2022-01-30
8 Vanguard Small-Cap Growth Index Fund 1526296 2021-12-30
9 SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp... 1385684 2022-01-30
% Out Value
0 0.0718 406036840
1 0.0290 135054112
2 0.0257 119624998
3 0.0250 116466688
4 0.0241 148601367
5 0.0234 132335507
6 0.0222 125555671
7 0.0206 116761900
8 0.0160 74452718
9 0.0145 82129490 ]
['options', ('2022-07-15', '2022-12-16')]
symbol: NFG
sector: Energy
Index: SP400
vol_30d_2yr: 10051408.984375
Sector 1YMF: -7.5399932861328125
1YMF: -7.5399932861328125
risk trend factor: -0.6904756914314619
beta currentRatio debtToEquity dividendRate dividendYield \
NFG 0.65625 0.335 153.726 1.82 0.0245
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
NFG 0.48 1072884992 0.5368 10.970457 493999136
grossMargins grossProfits heldPercentInstitutions industry \
NFG 0.59349 1095026000 0.77105 Oil & Gas Integrated
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
NFG 6792414208 800038976 0.36285 0.3534 1.31
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
NFG 3.644438 3.398482 0.23674 0.222
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
NFG 0.06076 0.23881 0.273 21.899 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
NFG 91455696 4.03 52569000 0.575 2864929024
totalRevenue trailingPE
NFG 1998660992 14.41576
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 65.440002 | 66.196732 | 71.468095 | 76.739458 | 70.233492 | 2.539221 | 65.155049 | 75.311934 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| NFG | 1.09896 | 65.440002 | 10051408.984375 | 0.723622 | 0.865522 | 0.460844 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', None] best inner cv score, sdev (11 folds): 18.324747184742776 15.305693066945635 test cv mean error, stdev (10 folds): 19.906571504281303 15.171302614962713 sell date: 2022-08-05 expected return: 0.09109436685121705 discounted return: 0.0018179254024808245 quarter return: 1.1818692529860817
['options', ('2022-07-15',)]
symbol: FANG
sector: Energy
Index: SP500
vol_30d_2yr: 60333589.6484375
Sector 1YMF: -21.420005798339844
1YMF: -21.420005798339844
risk trend factor: -0.5018744567990084
beta currentRatio debtToEquity dividendRate dividendYield \
FANG 2.181941 0.72 42.218 2.8 0.0229
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
FANG 2.278 5171999744 0.67999 5.241749 958625024
grossMargins grossProfits heldPercentInstitutions industry \
FANG 0.87707 5577000000 0.91762 Oil & Gas E&P
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
FANG 21473144832 4572000256 0.5071 0.1272 0.35
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
FANG 1.703891 2.823185 0.36037 0.656
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
FANG 0.10636 0.22396 1.036 42.257 Energy
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
FANG 175592000 2.63 149000000 0.839 5848000000
totalRevenue trailingPE
FANG 7606000128 8.066091
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 122.290001 | 125.260628 | 146.419524 | 167.57842 | 139.154444 | 9.491267 | 120.17191 | 158.136978 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FANG | 1.13222 | 122.290001 | 60333589.648438 | 0.711781 | 0.579467 | 0.467129 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -287.8400573730469 Index Volume Factor: 1.1835166983613057 Index Risk Trend Factor: -3.791860877423899
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'add', True] best inner cv score, sdev (11 folds): 459.0050483558149 368.234703595398 test cv mean error, stdev (10 folds): 499.215977209822 362.45050877841464 sell date: 2022-09-23 expected return: 0.1252357812388129 discounted return: 0.0012171586630722597 quarter return: 1.1184127631338863
['options', ('2023-01-20', '2024-01-19')]
symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
beta currentRatio debtToEquity earningsGrowth ebitda \
TWI 2.412885 1.853 219.119 0.682 163579008
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
TWI 0.08464 8.09589 -24455124 0.13457 227051000
heldPercentInstitutions industry marketCap \
TWI 0.77816 Farm & Heavy Construction Machinery 1110906752
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
TWI 8171000 0.06043 0 0.38 4.470499
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
TWI 0.574797 0.03101 0.829 0.06237
returnOnEquity revenueGrowth revenuePerShare sector \
TWI 0.28169 0.378 30.825 Industrials
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
TWI 62656900 2.29 98144000 1.566 538417984
totalRevenue trailingPE
TWI 1932694016 18.801697
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 17.52 | 16.247353 | 18.072381 | 19.897408 | 15.954921 | 1.924943 | 12.105034 | 19.804807 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TWI | 1.389288 | 17.52 | 10530212.5 | 0.876816 | 0.791457 | 0.500704 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -141.5800018310547 Sector Volume Factor: 0.8696853533786545 Sector Risk Trend Factor: -4.514668337867341 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'add', True] best inner cv score, sdev (11 folds): 4.43977579592289 6.248313486042797 test cv mean error, stdev (10 folds): 4.868334984924159 6.397286247099476 sell date: 2022-09-23 expected return: 0.042219664930082564 discounted return: 0.00042640771054158755 quarter return: 1.0400004520992914
['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
beta currentRatio debtToEquity ebitda ebitdaMargins forwardPE \
PBF 2.259981 1.254 197.914 690400000 0.02194 11.930909
freeCashflow grossMargins grossProfits heldPercentInstitutions \
PBF 284750016 0.0362 671100000 0.80139
industry marketCap operatingCashflow \
PBF Oil & Gas Refining & Marketing 3964366848 803299968
operatingMargins payoutRatio pegRatio priceToBook \
PBF 0.0135 0 -0.18 2.070946
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
PBF 0.125972 0.00798 0.629 0.02192
returnOnEquity revenueGrowth revenuePerShare sector sharesOutstanding \
PBF 0.14223 0.856 261.505 Energy 120828000
shortRatio totalCash totalCashPerShare totalDebt totalRevenue \
PBF 2.81 1434599936 11.873 4999499776 31470299136
trailingPE
PBF 15.904024
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.98 | 27.175062 | 35.668889 | 44.162716 | 29.964286 | 5.34115 | 19.281986 | 40.646585 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| PBF | 0.835417 | 32.98 | 92668774.023438 | 0.721917 | 0.581704 | 0.554972 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -3.82000732421875 Sector Volume Factor: 0.8966412344901694 Sector Risk Trend Factor: -0.12330558135216596 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 32.03876381353625 24.823206438530256 test cv mean error, stdev (10 folds): 30.71500806516274 25.661938522169393 sell date: 2022-09-23 expected return: 0.13271601266179398 discounted return: 0.0012855503530107004 quarter return: 1.125463190872125
['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
beta currentRatio debtToEquity dividendRate dividendYield \
MANT 0.737745 1.584 23.665 1.64 0.02
earningsGrowth ebitda ebitdaMargins forwardPE freeCashflow \
MANT -0.07 264191008 0.10344 25.047745 89507376
grossMargins grossProfits heldPercentInstitutions industry \
MANT 0.14856 379411000 0.71066 Software—Application
marketCap operatingCashflow operatingMargins payoutRatio pegRatio \
MANT 3867116288 212171008 0.07374 0.4669 4.97
priceToBook priceToSalesTrailing12Months profitMargins quickRatio \
MANT 2.299301 1.514167 0.05365 1.462
returnOnAssets returnOnEquity revenueGrowth revenuePerShare sector \
MANT 0.0485 0.08419 -0.007 62.85 Technology
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
MANT 39355500 2.93 53374000 1.308 396480000
totalRevenue trailingPE
MANT 2553956096 28.230194
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 94.790001 | 94.21236 | 94.956032 | 95.699705 | 88.233333 | 5.546632 | 77.140069 | 99.326598 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| MANT | 2.782348 | 94.790001 | 4428022.265625 | 0.833671 | 0.571232 | 0.363702 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -363.4599914550781 Sector Volume Factor: 1.1528457613891094 Sector Risk Trend Factor: -4.954471974241429 Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 79.0823831464889 56.433028995232796 test cv mean error, stdev (10 folds): 75.67081784013739 58.095859417861696 sell date: 2022-08-26 expected return: 0.13211468439122453 discounted return: 0.001799984493789042 quarter return: 1.17992362829449
['options', ('2022-08-19',)]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
beta currentRatio debtToEquity dividendRate dividendYield \
HRB 0.695099 1.103 5314.905 1.08 0.0327
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
HRB -0.008 806428032 0.30238 8.967391 0.472
grossProfits heldPercentInstitutions industry marketCap \
HRB 1400058000 0.93136 Personal Services 5266601984
operatingCashflow operatingMargins payoutRatio pegRatio priceToBook \
HRB 80728000 0.25066 0.3344 0.99 117.43773
priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth \
HRB 1.97476 0.16063 0.971 0.039
revenuePerShare sector sharesOutstanding shortRatio \
HRB 15.645 Consumer Cyclical 159594000 3.1
totalCash totalCashPerShare totalDebt totalRevenue trailingPE
HRB 1041740032 6.527 2384054016 2666958080 13.502455
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 33.0 | 32.411108 | 34.624444 | 36.837781 | 29.692222 | 4.042801 | 21.60662 | 37.777824 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| HRB | 0.963511 | 33.0 | 54249330.46875 | 0.83894 | 0.727369 | 0.435637 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -359.96002197265625 Sector Volume Factor: 1.2928194874233667 Sector Risk Trend Factor: -4.72140697901556 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: [None, 'mul', False] best inner cv score, sdev (11 folds): 6.864336628672092 6.3615256006982515 test cv mean error, stdev (10 folds): 7.292307789922857 6.519291105037877 sell date: 2022-09-23 expected return: 0.15781104020008568 discounted return: 0.0015117723827935414 quarter return: 1.1490988587232984
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
totalAssets
VDC 8.239956e+09
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 177.059998 | 176.153403 | 185.845715 | 195.538026 | 194.674128 | 7.920194 | 178.833739 | 210.514517 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VDC | 1.413592 | 177.059998 | 3264449.609375 | 0.48903 | 0.752482 | 0.355797 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 191.49791417755577 238.74580523971844 test cv mean error, stdev (10 folds): 195.94534542673026 249.96392674806802 sell date: 2022-08-12 expected return: 0.03199293925203201 discounted return: 0.0005727425949118015 quarter return: 1.0540893669720386
['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
beta currentRatio debtToEquity dividendRate dividendYield \
ACC 1.00147 2.184 122.276 1.88 0.029
earningsGrowth ebitda ebitdaMargins forwardPE grossMargins \
ACC 1.498 466354240 0.47421 98.81539 0.5349
grossProfits heldPercentInstitutions industry marketCap \
ACC 498042000 0.97986 REIT—Residential 8938053632
operatingMargins payoutRatio pegRatio priceToBook \
ACC 0.19318 4.7 1.96 2.993987
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
ACC 9.088625 0.06005 1.888 0.01582
returnOnEquity revenueGrowth revenuePerShare sector \
ACC 0.01872 0.176 7.081 Real Estate
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
ACC 139156992 0.86 87656000 0.63 4008523008
totalRevenue trailingPE
ACC 983433024 513.84
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 64.230003 | 64.240713 | 64.712222 | 65.183731 | 62.082857 | 3.916774 | 54.249309 | 69.916406 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| ACC | 2.134689 | 64.230003 | 27009982.03125 | 0.97101 | 0.978004 | 0.420279 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -76.09000396728516 Sector Volume Factor: 1.2315342134094496 Sector Risk Trend Factor: -3.053370235265123 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', False] best inner cv score, sdev (11 folds): 60.642543509569535 138.4797986966537 test cv mean error, stdev (10 folds): 66.26502219043866 144.03674940822287 sell date: 2022-09-02 expected return: 0.03505054443547022 discounted return: 0.0004533956570731412 quarter return: 1.0425847300311661
['quarterly_balance_sheet', 2022-03-31 2021-12-31 2021-09-30 \
Capital Surplus 4.693018e+09 4.694242e+09 4.538210e+09
Total Liab 4.218002e+09 4.273301e+09 4.501487e+09
Total Stockholder Equity 3.093994e+09 3.117378e+09 2.982993e+09
Minority Interest 1.842520e+08 1.839070e+08 6.423900e+07
Deferred Long Term Liab 7.300000e+06 3.450000e+07 2.750000e+07
Total Assets 7.496248e+09 7.574586e+09 7.548719e+09
Common Stock 1.393000e+06 1.391000e+06 1.390000e+06
Other Current Assets 1.698800e+07 1.432600e+07 2.016300e+07
Other Liab 1.522020e+08 1.697290e+08 1.850330e+08
Treasury Stock -1.600417e+09 -1.578255e+09 -1.556607e+09
Other Assets 2.143290e+08 1.773490e+08 2.318220e+08
Cash 8.765600e+07 1.203510e+08 4.207300e+07
Total Current Liabilities 5.727700e+07 1.168230e+08 9.838000e+07
Other Stockholder Equity -1.596530e+09 -1.574312e+09 -1.551896e+09
Property Plant Equipment 7.156799e+09 7.198609e+09 7.232212e+09
Total Current Assets 1.251200e+08 1.678280e+08 8.468500e+07
Net Tangible Assets 3.093994e+09 3.086578e+09 2.982993e+09
Net Receivables 2.047600e+07 3.268700e+07 2.218800e+07
Long Term Debt 3.509626e+09 3.513684e+09 3.723677e+09
Accounts Payable 5.727700e+07 9.306700e+07 9.838000e+07
Intangible Assets NaN 3.080000e+07 NaN
2021-06-30
Capital Surplus 4.515450e+09
Total Liab 4.437234e+09
Total Stockholder Equity 3.035925e+09
Minority Interest 6.528200e+07
Deferred Long Term Liab 2.460000e+07
Total Assets 7.538441e+09
Common Stock 1.386000e+06
Other Current Assets 2.747600e+07
Other Liab 1.373950e+08
Treasury Stock -1.480911e+09
Other Assets 2.333970e+08
Cash 3.028300e+07
Total Current Liabilities 6.970500e+07
Other Stockholder Equity -1.476181e+09
Property Plant Equipment 7.237327e+09
Total Current Assets 6.771700e+07
Net Tangible Assets 3.035925e+09
Net Receivables 9.775000e+06
Long Term Debt 3.734507e+09
Accounts Payable 6.970500e+07
Intangible Assets NaN ]
['quarterly_cashflow', 2022-03-31 2021-12-31 \
Net Income 39183000.0 40712000.0
Change To Liabilities 0.0 -5928000.0
Total Cashflows From Investing Activities NaN -39104000.0
Net Borrowings NaN -203737000.0
Total Cash From Financing Activities NaN -2685000.0
Change To Operating Activities NaN -4668000.0
Issuance Of Stock NaN 1000.0
Change In Cash NaN 72441000.0
Total Cash From Operating Activities NaN 114230000.0
Depreciation NaN 69294000.0
Other Cashflows From Investing Activities NaN -436000.0
Dividends Paid NaN -65817000.0
Change To Account Receivables NaN 8001000.0
Other Cashflows From Financing Activities NaN 266868000.0
Change To Netincome NaN 5202000.0
Repurchase Of Stock NaN NaN
2021-09-30 2021-06-30
Net Income -11439000.0 -9402000.0
Change To Liabilities 28335000.0 11132000.0
Total Cashflows From Investing Activities -57467000.0 -76294000.0
Net Borrowings -10415000.0 53424000.0
Total Cash From Financing Activities -57209000.0 17226000.0
Change To Operating Activities 40390000.0 -29447000.0
Issuance Of Stock 21198000.0 38476000.0
Change In Cash 4477000.0 -7470000.0
Total Cash From Operating Activities 119153000.0 51598000.0
Depreciation 69445000.0 68741000.0
Other Cashflows From Investing Activities 2944000.0 -961000.0
Dividends Paid -65948000.0 -65379000.0
Change To Account Receivables -12413000.0 3867000.0
Other Cashflows From Financing Activities -523000.0 -9295000.0
Change To Netincome 3365000.0 5289000.0
Repurchase Of Stock -1521000.0 -1521000.0 ]
['quarterly_earnings', Revenue Earnings
Quarter
2Q2021 208521000 -9402000
3Q2021 228877000 -11439000
4Q2021 272289000 40712000
1Q2022 273746000 39183000]
['quarterly_financials', 2022-03-31 2021-12-31 2021-09-30 \
Research Development None None None
Effect Of Accounting Charges None None None
Income Before Tax 43060000.0 42051000.0 -13019000.0
Minority Interest 184252000.0 183907000.0 64239000.0
Net Income 39183000.0 40712000.0 -11439000.0
Selling General Administrative 9098000.0 25234000.0 10309000.0
Gross Profit 154845000.0 177993000.0 94800000.0
Ebit 75195000.0 80965000.0 15046000.0
Operating Income 75195000.0 80965000.0 15046000.0
Other Operating Expenses NaN 2500000.0 2500000.0
Interest Expense -31675000.0 -31922000.0 -30741000.0
Extraordinary Items None None None
Non Recurring None None None
Other Items None None None
Income Tax Expense 340000.0 340000.0 340000.0
Total Revenue 273746000.0 272289000.0 228877000.0
Total Operating Expenses 198551000.0 191324000.0 213831000.0
Cost Of Revenue 118901000.0 94296000.0 134077000.0
Total Other Income Expense Net -32135000.0 -38914000.0 -28065000.0
Discontinued Operations None None None
Net Income From Continuing Ops 42720000.0 41711000.0 -13359000.0
Net Income Applicable To Common Shares 39183000.0 40299000.0 -12006000.0
2021-06-30
Research Development None
Effect Of Accounting Charges None
Income Before Tax -10712000.0
Minority Interest 65282000.0
Net Income -9402000.0
Selling General Administrative 12093000.0
Gross Profit 99534000.0
Ebit 18700000.0
Operating Income 18700000.0
Other Operating Expenses 2500000.0
Interest Expense -30658000.0
Extraordinary Items None
Non Recurring None
Other Items None
Income Tax Expense 341000.0
Total Revenue 208521000.0
Total Operating Expenses 189821000.0
Cost Of Revenue 108987000.0
Total Other Income Expense Net -29412000.0
Discontinued Operations None
Net Income From Continuing Ops -11053000.0
Net Income Applicable To Common Shares -9973000.0 ]
['mutualfund_holders', Holder Shares Date Reported % Out \
0 Vanguard Specialized-Real Estate Index Fund 6638008 2022-01-30 0.0476
1 Vanguard Total Stock Market Index Fund 3960227 2021-12-30 0.0284
2 iShares Core S&P Midcap ETF 3862557 2022-01-30 0.0277
3 Vanguard Small-Cap Index Fund 3503603 2021-12-30 0.0251
4 Allspring Special Mid Cap Value Fund 3211005 2022-02-27 0.0230
5 Vanguard Small-Cap Growth Index Fund 2184685 2021-12-30 0.0157
6 Vanguard Extended Market Index Fund 1858080 2021-12-30 0.0133
7 JP Morgan Small Cap Equity Fund 1574099 2021-12-30 0.0113
8 SPDR S&P Mid Cap 400 ETF Trust 1194316 2022-01-30 0.0086
9 Price (T.Rowe) Small Cap Stock Fund 1085917 2021-12-30 0.0078
Value
0 346902298
1 226881404
2 201857228
3 200721415
4 172784179
5 125160603
6 106449403
7 90180131
8 62414954
9 62212184 ]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
beta currentRatio debtToEquity earningsGrowth ebitda \
GO -0.204778 1.904 144.187 -0.368 158646000
ebitdaMargins forwardPE freeCashflow grossMargins grossProfits \
GO 0.05023 34.782608 -14480875 0.30639 948786000
heldPercentInstitutions industry marketCap operatingCashflow \
GO 1.0557 Grocery Stores 3854695936 175503008
operatingMargins payoutRatio pegRatio priceToBook \
GO 0.02681 0 3.5 3.760813
priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets \
GO 1.220403 0.01741 0.611 0.02033
returnOnEquity revenueGrowth revenuePerShare sector \
GO 0.05577 0.105 32.914 Consumer Defensive
sharesOutstanding shortRatio totalCash totalCashPerShare totalDebt \
GO 96367400 6.55 137996000 1.432 1476578944
totalRevenue trailingPE
GO 3158543104 71.42857
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 40.150002 | 35.915072 | 38.024936 | 40.134801 | 35.226667 | 2.439389 | 30.347888 | 40.105445 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| GO | 1.191531 | 40.150002 | 21744971.289062 | 0.687007 | 0.173605 | 0.403873 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Sector 1YMF: -74.80001831054688 Sector Volume Factor: 1.4135920452708397 Sector Risk Trend Factor: -2.283970024749523 Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 23.788531770555906 17.286788080066042 test cv mean error, stdev (10 folds): 23.78853331644342 17.286791788688287 sell date: 2022-07-22 expected return: 0.1274470454560351 discounted return: 0.003534343613466495 quarter return: 1.3834582599298348
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 32.130001 | 31.878985 | 32.19127 | 32.503555 | 31.861111 | 0.826432 | 30.208246 | 33.513976 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| TVTY | 1.643789 | 32.130001 | 10900973.046875 | 0.966327 | 0.518794 | 0.448871 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', 'mul', True] best inner cv score, sdev (11 folds): 18.832273543039243 14.827822266373204 test cv mean error, stdev (10 folds): 19.958987625493084 15.095907110456098 sell date: 2022-08-05 expected return: 0.05408821482336362 discounted return: 0.0010980220080683 quarter return: 1.1062352736529146
['options', ('2022-08-19',)]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 164.020004 | 159.077845 | 165.278412 | 171.47898 | 162.282857 | 5.027495 | 152.227867 | 172.337847 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| FCN | 0.694756 | 164.020004 | 6853053.320312 | 0.888589 | 0.922824 | 0.404937 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -69.05999755859375 Index Volume Factor: 0.5765983741853883 Index Risk Trend Factor: -5.134573474205833
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['mul', 'mul', True] best inner cv score, sdev (11 folds): 113.70674073030936 46.52872713460469 test cv mean error, stdev (10 folds): 109.63912539319355 46.897916019199755 sell date: 2022-09-02 expected return: 0.13640859726496324 discounted return: 0.001683954898118678 quarter return: 1.1674169282463545
symbol: VIVO sector: error sector: error Index: SP600 vol_30d_2yr: 11730103.3203125 Sector 1YMF: 0.6100006103515625 1YMF: 0.6100006103515625 risk trend factor: 0.10971235052954659 Empty DataFrame Columns: [] Index: [VIVO]
| Adj Close | 21dBOLD | 21dMA-TP | 21dBOLU | 90dSMA | 90dSDev | 90d_lower | 90d_upper | |
|---|---|---|---|---|---|---|---|---|
| 2022-06-17 | 28.5 | 25.427799 | 27.012222 | 28.596646 | 26.44746 | 1.162243 | 24.122974 | 28.771947 |
| volume_factor | latest_p | vol_30d_2yr | pct_2yr | adf | hurst | |
|---|---|---|---|---|---|---|
| VIVO | 0.591657 | 28.5 | 11730103.320312 | 0.878325 | 0.565494 | 0.431737 |
| legend | |
|---|---|
| blue | symbol |
| green | trailing_1yr_max |
| red | trailing_1yr_min |
| orange | 30d_vol_2yr |
| black | risk_trend_factor/linear |
| yellow | supply_trend_1yr |
| legend | |
|---|---|
| magenta | sector |
| cyan | index |
Index 1YMF: -77.27001953125 Index Volume Factor: 1.232760496116622 Index Risk Trend Factor: -5.242200185196592
ets next 13 weeks 2022-06-17 2022-06-24 inner cv scores: best model: ['add', None] best inner cv score, sdev (11 folds): 13.788280356464544 13.738014778596314 test cv mean error, stdev (10 folds): 15.089252087061718 13.747310761770128 sell date: 2022-09-23 expected return: 0.10807420709324252 discounted return: 0.0010585346980978017 quarter return: 1.1022281100955453
['options', ('2022-07-15',)]
| exp_return | sell_date | stop_loss_price | days_delta | disc_rtn | qtr_rtn | outer_cv_avg_rmse_n11 | outer_cv_std_n11 | mean_revert_flag | pi_lower | pi_upper | price | Sector | Index | error_price_ratio | std_price_ratio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SYMBOL | ||||||||||||||||
| CEIX | 0.921314 | 2022-09-16 | 40.517839 | 90 | 0.007282 | 1.949398 | 36.226317 | 60.302806 | False | 32.428164 | 226.741876 | 46.150002 | Energy | SP600 | 0.784969 | 1.306670 |
| MTDR | 0.450502 | 2022-09-23 | 49.902308 | 97 | 0.003841 | 1.422960 | 55.706213 | 39.882042 | False | 24.426252 | 229.564458 | 51.200001 | Energy | SP400 | 1.088012 | 0.778946 |
| GO | 0.127447 | 2022-07-22 | 38.403646 | 34 | 0.003534 | 1.383458 | 23.788533 | 17.286792 | False | 34.353787 | 58.618001 | 40.150002 | Consumer Defensive | SP400 | 0.592491 | 0.430555 |
| PDCE | 0.262066 | 2022-08-26 | 61.839983 | 69 | 0.003379 | 1.363880 | 70.972532 | 66.193714 | False | 40.193491 | 169.711276 | 64.779999 | Energy | SP400 | 1.095593 | 1.021823 |
| LNTH | 0.274266 | 2022-09-16 | 55.687467 | 90 | 0.002697 | 1.281148 | 42.361418 | 59.407850 | False | 41.834574 | 142.816875 | 60.720001 | Healthcare | SP600 | 0.697652 | 0.978390 |
| EQT | 0.281977 | 2022-09-23 | 36.264062 | 97 | 0.002564 | 1.265666 | 32.888753 | 51.452810 | False | 25.446605 | 86.890724 | 35.939999 | Energy | SP400 | 0.915102 | 1.431631 |
| SM | 0.276360 | 2022-09-23 | 37.394889 | 97 | 0.002519 | 1.260406 | 41.847935 | 46.453127 | False | 17.534757 | 146.502924 | 39.709999 | Energy | SP600 | 1.053839 | 1.169809 |
| MRO | 0.236334 | 2022-09-16 | 22.858761 | 90 | 0.002360 | 1.242177 | 13.816439 | 12.742005 | False | 16.029268 | 52.645428 | 24.150000 | Energy | SP500 | 0.572109 | 0.527619 |
| APA | 0.186192 | 2022-09-02 | 36.194041 | 76 | 0.002249 | 1.229608 | 51.470318 | 47.097832 | False | 20.696034 | 108.160044 | 39.220001 | Energy | SP500 | 1.312349 | 1.200863 |
| MUR | 0.221549 | 2022-09-23 | 30.937763 | 97 | 0.002065 | 1.209013 | 33.259360 | 28.856464 | False | 18.894554 | 95.615268 | 33.639999 | Energy | SP400 | 0.988685 | 0.857802 |
| HES | 0.189157 | 2022-09-16 | 102.966273 | 90 | 0.001927 | 1.193744 | 199.071074 | 129.126258 | False | 77.768984 | 189.683542 | 102.870003 | Energy | SP500 | 1.935171 | 1.255237 |
| NFG | 0.091094 | 2022-08-05 | 65.877440 | 48 | 0.001818 | 1.181869 | 19.906572 | 15.171303 | False | 61.492047 | 82.692479 | 65.440002 | Energy | SP400 | 0.304196 | 0.231835 |
| MANT | 0.132115 | 2022-08-26 | 92.066246 | 69 | 0.001800 | 1.179924 | 75.670818 | 58.095859 | False | 80.119384 | 142.108248 | 94.790001 | Technology | SP600 | 0.798300 | 0.612890 |
| VAW | 0.062302 | 2022-07-22 | 161.912150 | 34 | 0.001779 | 1.177671 | 311.019478 | 418.064744 | False | 151.150742 | 197.947407 | 162.800003 | error | nan | 1.910439 | 2.567965 |
| DVN | 0.180822 | 2022-09-23 | 54.342508 | 97 | 0.001715 | 1.170748 | 74.836464 | 61.972962 | False | 35.804542 | 131.224397 | 58.020000 | Energy | SP500 | 1.289839 | 1.068131 |
| FCN | 0.136409 | 2022-09-02 | 158.453319 | 76 | 0.001684 | 1.167417 | 109.639125 | 46.897916 | False | 138.261123 | 249.902076 | 164.020004 | error | SP400 | 0.668450 | 0.285928 |
| OXY | 0.146652 | 2022-09-16 | 52.295182 | 90 | 0.001522 | 1.150144 | 72.475170 | 60.181503 | False | 26.246087 | 155.309069 | 55.680000 | Energy | SP500 | 1.301637 | 1.080846 |
| HRB | 0.157811 | 2022-09-23 | 31.962418 | 97 | 0.001512 | 1.149099 | 7.292308 | 6.519291 | False | 25.319447 | 57.178557 | 33.000000 | Consumer Cyclical | SP400 | 0.220979 | 0.197554 |
| PBF | 0.132716 | 2022-09-23 | 30.232216 | 97 | 0.001286 | 1.125463 | 30.715008 | 25.661939 | False | 17.410757 | 86.331444 | 32.980000 | Energy | SP600 | 0.931322 | 0.778106 |
| PXD | 0.089117 | 2022-08-26 | 219.847565 | 69 | 0.001238 | 1.120554 | 1035.233622 | 908.877005 | False | 155.270046 | 379.937246 | 221.770004 | Energy | SP500 | 4.668051 | 4.098286 |
| FANG | 0.125236 | 2022-09-23 | 112.738415 | 97 | 0.001217 | 1.118413 | 499.215977 | 362.450509 | False | 54.708101 | 323.235097 | 122.290001 | Energy | SP500 | 4.082231 | 2.963861 |
| TVTY | 0.054088 | 2022-08-05 | 28.854486 | 48 | 0.001098 | 1.106235 | 19.958988 | 15.095907 | False | 17.666572 | 65.018006 | 32.130001 | error | SP600 | 0.621195 | 0.469838 |
| MPC | 0.006552 | 2022-06-24 | 82.153626 | 6 | 0.001089 | 1.105314 | 150.673042 | 163.872635 | False | 76.130656 | 100.817368 | 87.290001 | Energy | SP500 | 1.726120 | 1.877336 |
| VIVO | 0.108074 | 2022-09-23 | 25.672233 | 97 | 0.001059 | 1.102228 | 15.089252 | 13.747311 | False | 18.284304 | 54.544252 | 28.500000 | error | SP600 | 0.529447 | 0.482362 |
| XOM | 0.106446 | 2022-09-23 | 85.155124 | 97 | 0.001043 | 1.100692 | 148.353274 | 166.713496 | False | 63.898186 | 141.078642 | 86.120003 | Energy | SP500 | 1.722634 | 1.935828 |
| MUSA | 0.054759 | 2022-08-26 | 208.427361 | 69 | 0.000773 | 1.073670 | 648.006469 | 656.416182 | False | 173.825992 | 309.726862 | 219.949997 | Consumer Cyclical | SP400 | 2.946154 | 2.984388 |
| VDC | 0.031993 | 2022-08-12 | 174.434831 | 55 | 0.000573 | 1.054089 | 195.945345 | 249.963927 | False | 162.466960 | 203.981255 | 177.059998 | error | nan | 1.106661 | 1.411747 |
| MCK | 0.046541 | 2022-09-16 | 289.281470 | 90 | 0.000506 | 1.047600 | 436.745527 | 368.056923 | False | 235.702588 | 418.332249 | 300.570007 | Healthcare | SP500 | 1.453058 | 1.224530 |
| VGT | 0.032047 | 2022-08-26 | 309.629140 | 69 | 0.000457 | 1.042956 | 1427.680419 | 1267.772448 | False | 263.550100 | 408.860257 | 319.809998 | error | nan | 4.464152 | 3.964143 |
| ACC | 0.035051 | 2022-09-02 | 60.346208 | 76 | 0.000453 | 1.042585 | 66.265022 | 144.036749 | False | 49.737147 | 90.345055 | 64.230003 | Real Estate | SP400 | 1.031683 | 2.242515 |
| TWI | 0.042220 | 2022-09-23 | 16.078825 | 97 | 0.000426 | 1.040000 | 4.868335 | 6.397286 | False | 8.189234 | 40.713970 | 17.520000 | Industrials | SP600 | 0.277873 | 0.365142 |
| CIVI | 0.000246 | 2022-09-23 | 55.067788 | 97 | 0.000003 | 1.000233 | 61.659992 | 42.567136 | True | 30.686485 | 122.257945 | 60.080002 | Energy | SP600 | 1.026298 | 0.708508 |
| RRC | -0.000149 | 2022-06-24 | 24.044452 | 6 | -0.000025 | 0.997725 | 12.432073 | 14.151900 | False | 21.802809 | 31.691277 | 26.290001 | Energy | SP400 | 0.472882 | 0.538300 |
| EOG | -0.001942 | 2022-06-24 | 104.810475 | 6 | -0.000324 | 0.970631 | 286.672428 | 188.787778 | False | 98.167833 | 126.536330 | 111.669998 | Energy | SP500 | 2.567139 | 1.690586 |